Low Volatilty
(130039880)
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%  +6.3%  +0.8%  (3.7%)  +8.8%  +0.9%  +14.1%  
2021  (2.9%)  (1.9%)  +6.0%  +2.0%  +2.1%  +0.8%  +1.1%  +0.2%  (1.6%)  +5.7% 
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  $8,483  
Cash  $7,460  
Equity  $1,023  
Cumulative $  $2,501  
Includes dividends and cashsettled expirations:  $258  Itemized 
Total System Equity  $12,501  
Margined  $0  
Open P/L  $1,023 
Trading Record
Statistics

Strategy began7/13/2020

Suggested Minimum Cap$35,000

Strategy Age (days)434.74

Age15 months ago

What it tradesStocks

# Trades19

# Profitable15

% Profitable78.90%

Avg trade duration240.4 days

Max peaktovalley drawdown12.58%

drawdown periodJan 08, 2021  March 02, 2021

Annual Return (Compounded)14.0%

Avg win$137.53

Avg loss$85.50
 Model Account Values (Raw)

Cash$7,460

Margin Used$0

Buying Power$8,483
 Ratios

W:L ratio7.55:1

Sharpe Ratio1.16

Sortino Ratio1.75

Calmar Ratio3.724
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)21.08%

Correlation to SP5000.45800

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

Ann Return (w trading costs)14.0%
 Slump

Current Slump as Pcnt Equity2.50%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.13%
 Return Statistics

Return Pcnt Since TOS Status9.530%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.140%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)20.6%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)467

Popularity (Last 6 weeks)757
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score318

Popularity (7 days, Percentile 1000 scale)692
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$86

Avg Win$172

Sum Trade PL (losers)$342.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table15
 Win / Loss

Sum Trade PL (winners)$2,584.000

# Winners15

Num Months Winners10
 Dividends

Dividends Received in Model Acct259
 AUM

AUM (AutoTrader live capital)12498
 Win / Loss

# Losers4

% Winners79.0%
 Frequency

Avg Position Time (mins)346110.00

Avg Position Time (hrs)5768.50

Avg Trade Length240.4 days

Last Trade Ago18
 Leverage

Daily leverage (average)0.83

Daily leverage (max)0.99
 Regression

Alpha0.01

Beta0.29

Treynor Index0.12
 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)0.40

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades0.619

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 trades0.286

Avg(MAE) / Avg(PL)  Losing trades1.308

HoldandHope Ratio3.776
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.20200

SD0.10014

Sharpe ratio (Glass type estimate)2.01716

Sharpe ratio (Hedges UMVUE)1.88794

df12.00000

t2.09953

p0.24084

Lowerbound of 95% confidence interval for Sharpe Ratio0.06327

Upperbound of 95% confidence interval for Sharpe Ratio4.02723

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14096

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.91685
 Statistics related to Sortino ratio

Sortino ratio7.85862

Upside Potential Ratio9.46596

Upside part of mean0.24331

Downside part of mean0.04131

Upside SD0.10953

Downside SD0.02570

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 criterion0.20200

SD of predictor0.11515

SD of criterion0.10014

Covariance0.00877

r0.76078

b (slope, estimate of beta)0.66160

a (intercept, estimate of alpha)0.00837

Mean Square Error0.00461

DF error11.00000

t(b)3.88781

p(b)0.00126

t(a)0.09882

p(a)0.53847

Lowerbound of 95% confidence interval for beta0.28705

Upperbound of 95% confidence interval for beta1.03614

Lowerbound of 95% confidence interval for alpha0.19489

Upperbound of 95% confidence interval for alpha0.17814

Treynor index (mean / b)0.30532

Jensen alpha (a)0.00837
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19546

SD0.09728

Sharpe ratio (Glass type estimate)2.00915

Sharpe ratio (Hedges UMVUE)1.88045

df12.00000

t2.09119

p0.24160

Lowerbound of 95% confidence interval for Sharpe Ratio0.06999

Upperbound of 95% confidence interval for Sharpe Ratio4.01806

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14734

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.90824
 Statistics related to Sortino ratio

Sortino ratio7.55806

Upside Potential Ratio9.16480

Upside part of mean0.23701

Downside part of mean0.04155

Upside SD0.10607

Downside SD0.02586

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 criterion0.19546

SD of predictor0.11169

SD of criterion0.09728

Covariance0.00809

r0.74442

b (slope, estimate of beta)0.64841

a (intercept, estimate of alpha)0.00383

Mean Square Error0.00460

DF error11.00000

t(b)3.69763

p(b)0.00176

t(a)0.04532

p(a)0.51767

Lowerbound of 95% confidence interval for beta0.26245

Upperbound of 95% confidence interval for beta1.03438

Lowerbound of 95% confidence interval for alpha0.18999

Upperbound of 95% confidence interval for alpha0.18233

Treynor index (mean / b)0.30144

Jensen alpha (a)0.00383
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02946

Expected Shortfall on VaR0.04073
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00448

Expected Shortfall on VaR0.01048
 ORDER STATISTICS
 Quartiles of return rates

Number of observations13.00000

Minimum0.98414

Quartile 11.00495

Median1.00975

Quartile 31.03272

Maximum1.08191

Mean of quarter 10.99179

Mean of quarter 21.00831

Mean of quarter 31.02339

Mean of quarter 41.06227

Inter Quartile Range0.02777

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high1.08191
 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)3.42822

VaR(95%) (regression method)0.03001

Expected Shortfall (regression method)0.03008
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00696

Quartile 10.01286

Median0.01877

Quartile 30.02467

Maximum0.03058

Mean of quarter 10.00696

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.03058

Inter Quartile Range0.01181

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)0.25271

Compounded annual return (geometric extrapolation)0.25028

Calmar ratio (compounded annual return / max draw down)8.18514

Compounded annual return / average of 25% largest draw downs8.18514

Compounded annual return / Expected Shortfall lognormal6.14435

0.00000

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

Mean0.17320

SD0.08043

Sharpe ratio (Glass type estimate)2.15341

Sharpe ratio (Hedges UMVUE)2.14794

df295.00000

t2.28888

p0.01140

Lowerbound of 95% confidence interval for Sharpe Ratio0.29951

Upperbound of 95% confidence interval for Sharpe Ratio4.00378

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29584

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.00003
 Statistics related to Sortino ratio

Sortino ratio3.40533

Upside Potential Ratio11.27110

Upside part of mean0.57328

Downside part of mean0.40007

Upside SD0.06305

Downside SD0.05086

N nonnegative terms157.00000

N negative terms139.00000
 Statistics related to linear regression on benchmark

N of observations296.00000

Mean of predictor0.26905

Mean of criterion0.17320

SD of predictor0.14814

SD of criterion0.08043

Covariance0.00593

r0.49743

b (slope, estimate of beta)0.27008

a (intercept, estimate of alpha)0.10100

Mean Square Error0.00489

DF error294.00000

t(b)9.83170

p(b)0.00000

t(a)1.51937

p(a)0.06487

Lowerbound of 95% confidence interval for beta0.21602

Upperbound of 95% confidence interval for beta0.32414

Lowerbound of 95% confidence interval for alpha0.02969

Upperbound of 95% confidence interval for alpha0.23077

Treynor index (mean / b)0.64131

Jensen alpha (a)0.10054
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16991

SD0.08039

Sharpe ratio (Glass type estimate)2.11367

Sharpe ratio (Hedges UMVUE)2.10829

df295.00000

t2.24663

p0.01270

Lowerbound of 95% confidence interval for Sharpe Ratio0.26011

Upperbound of 95% confidence interval for Sharpe Ratio3.96373

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.25649

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.96008
 Statistics related to Sortino ratio

Sortino ratio3.32460

Upside Potential Ratio11.17740

Upside part of mean0.57124

Downside part of mean0.40133

Upside SD0.06276

Downside SD0.05111

N nonnegative terms157.00000

N negative terms139.00000
 Statistics related to linear regression on benchmark

N of observations296.00000

Mean of predictor0.25790

Mean of criterion0.16991

SD of predictor0.14878

SD of criterion0.08039

Covariance0.00594

r0.49698

b (slope, estimate of beta)0.26852

a (intercept, estimate of alpha)0.10066

Mean Square Error0.00488

DF error294.00000

t(b)9.82006

p(b)0.00000

t(a)1.52246

p(a)0.06448

Lowerbound of 95% confidence interval for beta0.21470

Upperbound of 95% confidence interval for beta0.32233

Lowerbound of 95% confidence interval for alpha0.02946

Upperbound of 95% confidence interval for alpha0.23078

Treynor index (mean / b)0.63277

Jensen alpha (a)0.10066
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00749

Expected Shortfall on VaR0.00955
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00338

Expected Shortfall on VaR0.00669
 ORDER STATISTICS
 Quartiles of return rates

Number of observations296.00000

Minimum0.97998

Quartile 10.99816

Median1.00039

Quartile 31.00356

Maximum1.01624

Mean of quarter 10.99483

Mean of quarter 20.99930

Mean of quarter 31.00193

Mean of quarter 41.00702

Inter Quartile Range0.00539

Number outliers low5.00000

Percentage of outliers low0.01689

Mean of outliers low0.98604

Number of outliers high5.00000

Percentage of outliers high0.01689

Mean of outliers high1.01427
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00821

VaR(95%) (moments method)0.00449

Expected Shortfall (moments method)0.00616

Extreme Value Index (regression method)0.03081

VaR(95%) (regression method)0.00491

Expected Shortfall (regression method)0.00692
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations21.00000

Minimum0.00030

Quartile 10.00182

Median0.00597

Quartile 30.01896

Maximum0.05873

Mean of quarter 10.00108

Mean of quarter 20.00389

Mean of quarter 30.01242

Mean of quarter 40.03521

Inter Quartile Range0.01714

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.09524

Mean of outliers high0.05786
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.55095

VaR(95%) (moments method)0.04152

Expected Shortfall (moments method)0.08952

Extreme Value Index (regression method)0.39940

VaR(95%) (regression method)0.02651

Expected Shortfall (regression method)0.03673
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.22166

Compounded annual return (geometric extrapolation)0.21874

Calmar ratio (compounded annual return / max draw down)3.72449

Compounded annual return / average of 25% largest draw downs6.21304

Compounded annual return / Expected Shortfall lognormal22.90960

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

Mean0.15626

SD0.06771

Sharpe ratio (Glass type estimate)2.30774

Sharpe ratio (Hedges UMVUE)2.29440

df130.00000

t1.63182

p0.42916

Lowerbound of 95% confidence interval for Sharpe Ratio0.48247

Upperbound of 95% confidence interval for Sharpe Ratio5.08934

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.49140

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.08020
 Statistics related to Sortino ratio

Sortino ratio3.88611

Upside Potential Ratio12.65170

Upside part of mean0.50873

Downside part of mean0.35247

Upside SD0.05501

Downside SD0.04021

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.19327

Mean of criterion0.15626

SD of predictor0.10856

SD of criterion0.06771

Covariance0.00349

r0.47518

b (slope, estimate of beta)0.29639

a (intercept, estimate of alpha)0.09898

Mean Square Error0.00358

DF error129.00000

t(b)6.13370

p(b)0.20930

t(a)1.16311

p(a)0.43526

Lowerbound of 95% confidence interval for beta0.20079

Upperbound of 95% confidence interval for beta0.39200

Lowerbound of 95% confidence interval for alpha0.06939

Upperbound of 95% confidence interval for alpha0.26735

Treynor index (mean / b)0.52721

Jensen alpha (a)0.09898
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.15393

SD0.06762

Sharpe ratio (Glass type estimate)2.27642

Sharpe ratio (Hedges UMVUE)2.26326

df130.00000

t1.60967

p0.43010

Lowerbound of 95% confidence interval for Sharpe Ratio0.51341

Upperbound of 95% confidence interval for Sharpe Ratio5.05764

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.52216

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.04869
 Statistics related to Sortino ratio

Sortino ratio3.81758

Upside Potential Ratio12.57830

Upside part of mean0.50718

Downside part of mean0.35324

Upside SD0.05479

Downside SD0.04032

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.18734

Mean of criterion0.15393

SD of predictor0.10856

SD of criterion0.06762

Covariance0.00349

r0.47524

b (slope, estimate of beta)0.29603

a (intercept, estimate of alpha)0.09847

Mean Square Error0.00357

DF error129.00000

t(b)6.13473

p(b)0.20926

t(a)1.15924

p(a)0.43547

VAR (95 Confidence Intrvl)0.00700

Lowerbound of 95% confidence interval for beta0.20056

Upperbound of 95% confidence interval for beta0.39150

Lowerbound of 95% confidence interval for alpha0.06960

Upperbound of 95% confidence interval for alpha0.26654

Treynor index (mean / b)0.51999

Jensen alpha (a)0.09847
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00626

Expected Shortfall on VaR0.00800
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00300

Expected Shortfall on VaR0.00558
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.99087

Quartile 10.99807

Median1.00051

Quartile 31.00342

Maximum1.01318

Mean of quarter 10.99564

Mean of quarter 20.99927

Mean of quarter 31.00185

Mean of quarter 41.00609

Inter Quartile Range0.00535

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.01214
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20250

VaR(95%) (moments method)0.00435

Expected Shortfall (moments method)0.00537

Extreme Value Index (regression method)0.25483

VaR(95%) (regression method)0.00423

Expected Shortfall (regression method)0.00510
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations12.00000

Minimum0.00112

Quartile 10.00199

Median0.00613

Quartile 30.01514

Maximum0.02083

Mean of quarter 10.00138

Mean of quarter 20.00359

Mean of quarter 30.00890

Mean of quarter 40.02010

Inter Quartile Range0.01315

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)5.68539

VaR(95%) (moments method)0.02065

Expected Shortfall (moments method)0.02065

Extreme Value Index (regression method)1.28749

VaR(95%) (regression method)0.02118

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.02135

Strat Max DD how much worse than SP500 max DD during strat life?296124000

Max Equity Drawdown (num days)53
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.19036

Compounded annual return (geometric extrapolation)0.19942

Calmar ratio (compounded annual return / max draw down)9.57562

Compounded annual return / average of 25% largest draw downs9.92025

Compounded annual return / Expected Shortfall lognormal24.93920
Strategy Description
The strategy is for long term investment and its recommended to join open position when you subscribe to the strategy.
Average stocks holding  10 positions .
Most of our investments is in the US but we can hold different positions of 10  20 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.