Cyber Tech
(130039901)
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  +5.0%  (1.2%)  (6.6%)  (6.1%)  +14.1%  +16.3%  +20.9%  
2021  (3.6%)  (3.3%)  +2.8%  +4.6%  +1.9%  +0.5%  +1.7%  +3.1%  (3.1%)  +4.4% 
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  $9,153  
Cash  $6,329  
Equity  $2,824  
Cumulative $  $3,006  
Includes dividends and cashsettled expirations:  $149  Itemized 
Total System Equity  $13,006  
Margined  $0  
Open P/L  $2,824 
Trading Record
Statistics

Strategy began7/13/2020

Suggested Minimum Cap$15,000

Strategy Age (days)434.75

Age15 months ago

What it tradesStocks

# Trades12

# Profitable9

% Profitable75.00%

Avg trade duration395.2 days

Max peaktovalley drawdown18.81%

drawdown periodFeb 09, 2021  March 27, 2021

Annual Return (Compounded)18.5%

Avg win$210.22

Avg loss$259.00
 Model Account Values (Raw)

Cash$6,329

Margin Used$0

Buying Power$9,153
 Ratios

W:L ratio2.82:1

Sharpe Ratio0.93

Sortino Ratio1.39

Calmar Ratio2.052
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)15.50%

Correlation to SP5000.50120

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

Ann Return (w trading costs)18.5%
 Slump

Current Slump as Pcnt Equity2.80%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.04%
 Return Statistics

Return Pcnt Since TOS Status24.150%

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.185%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)24.6%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)737
 Trading Style

Any stock shorts? 0/10
 Popularity

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$263

Avg Win$405

Sum Trade PL (losers)$788.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table15
 Win / Loss

Sum Trade PL (winners)$3,644.000

# Winners9

Num Months Winners9
 Dividends

Dividends Received in Model Acct150
 AUM

AUM (AutoTrader live capital)17554
 Win / Loss

# Losers3

% Winners75.0%
 Frequency

Avg Position Time (mins)569141.00

Avg Position Time (hrs)9485.68

Avg Trade Length395.2 days

Last Trade Ago28
 Leverage

Daily leverage (average)0.92

Daily leverage (max)1.11
 Regression

Alpha0.01

Beta0.57

Treynor Index0.09
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.06

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades1.697

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 strat0.06

Avg(MAE) / Avg(PL)  Winning trades0.529

Avg(MAE) / Avg(PL)  Losing trades1.328

HoldandHope Ratio0.516
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.27902

SD0.24118

Sharpe ratio (Glass type estimate)1.15687

Sharpe ratio (Hedges UMVUE)1.08276

df12.00000

t1.20411

p0.33584

Lowerbound of 95% confidence interval for Sharpe Ratio0.80349

Upperbound of 95% confidence interval for Sharpe Ratio3.07234

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.84949

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.01502
 Statistics related to Sortino ratio

Sortino ratio2.32129

Upside Potential Ratio4.00170

Upside part of mean0.48100

Downside part of mean0.20198

Upside SD0.21386

Downside SD0.12020

N nonnegative terms9.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations13.00000

Mean of predictor0.31787

Mean of criterion0.27902

SD of predictor0.11798

SD of criterion0.24118

Covariance0.01919

r0.67431

b (slope, estimate of beta)1.37847

a (intercept, estimate of alpha)0.15916

Mean Square Error0.03460

DF error11.00000

t(b)3.02853

p(b)0.00574

t(a)0.69216

p(a)0.74841

Lowerbound of 95% confidence interval for beta0.37667

Upperbound of 95% confidence interval for beta2.38028

Lowerbound of 95% confidence interval for alpha0.66527

Upperbound of 95% confidence interval for alpha0.34695

Treynor index (mean / b)0.20241

Jensen alpha (a)0.15916
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.24966

SD0.23527

Sharpe ratio (Glass type estimate)1.06115

Sharpe ratio (Hedges UMVUE)0.99317

df12.00000

t1.10448

p0.34812

Lowerbound of 95% confidence interval for Sharpe Ratio0.88899

Upperbound of 95% confidence interval for Sharpe Ratio2.96968

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.93136

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.91771
 Statistics related to Sortino ratio

Sortino ratio2.00008

Upside Potential Ratio3.67522

Upside part of mean0.45876

Downside part of mean0.20910

Upside SD0.20176

Downside SD0.12483

N nonnegative terms9.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations13.00000

Mean of predictor0.30704

Mean of criterion0.24966

SD of predictor0.11332

SD of criterion0.23527

Covariance0.01817

r0.68136

b (slope, estimate of beta)1.41463

a (intercept, estimate of alpha)0.18469

Mean Square Error0.03235

DF error11.00000

t(b)3.08741

p(b)0.00517

t(a)0.82884

p(a)0.78759

Lowerbound of 95% confidence interval for beta0.40615

Upperbound of 95% confidence interval for beta2.42311

Lowerbound of 95% confidence interval for alpha0.67515

Upperbound of 95% confidence interval for alpha0.30576

Treynor index (mean / b)0.17648

Jensen alpha (a)0.18469
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08690

Expected Shortfall on VaR0.11217
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02784

Expected Shortfall on VaR0.05941
 ORDER STATISTICS
 Quartiles of return rates

Number of observations13.00000

Minimum0.91677

Quartile 10.99224

Median1.02083

Quartile 31.05307

Maximum1.14135

Mean of quarter 10.94763

Mean of quarter 21.01871

Mean of quarter 31.04181

Mean of quarter 41.12016

Inter Quartile Range0.06083

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)20.01940

VaR(95%) (moments method)0.02499

Expected Shortfall (moments method)0.02499

Extreme Value Index (regression method)2.67259

VaR(95%) (regression method)0.11514

Expected Shortfall (regression method)0.11589
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.07721

Quartile 10.08818

Median0.09915

Quartile 30.11012

Maximum0.12109

Mean of quarter 10.07721

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.12109

Inter Quartile Range0.02194

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)0.32382

Compounded annual return (geometric extrapolation)0.31991

Calmar ratio (compounded annual return / max draw down)2.64193

Compounded annual return / average of 25% largest draw downs2.64193

Compounded annual return / Expected Shortfall lognormal2.85206

0.00000

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

Mean0.22153

SD0.15865

Sharpe ratio (Glass type estimate)1.39640

Sharpe ratio (Hedges UMVUE)1.39282

df293.00000

t1.47922

p0.07008

Lowerbound of 95% confidence interval for Sharpe Ratio0.45841

Upperbound of 95% confidence interval for Sharpe Ratio3.24889

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.46084

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.24648
 Statistics related to Sortino ratio

Sortino ratio2.14813

Upside Potential Ratio9.81940

Upside part of mean1.01266

Downside part of mean0.79113

Upside SD0.12097

Downside SD0.10313

N nonnegative terms157.00000

N negative terms137.00000
 Statistics related to linear regression on benchmark

N of observations294.00000

Mean of predictor0.27083

Mean of criterion0.22153

SD of predictor0.14693

SD of criterion0.15865

Covariance0.01147

r0.49190

b (slope, estimate of beta)0.53113

a (intercept, estimate of alpha)0.07800

Mean Square Error0.01914

DF error292.00000

t(b)9.65443

p(b)0.00000

t(a)0.59098

p(a)0.27750

Lowerbound of 95% confidence interval for beta0.42285

Upperbound of 95% confidence interval for beta0.63940

Lowerbound of 95% confidence interval for alpha0.18104

Upperbound of 95% confidence interval for alpha0.33642

Treynor index (mean / b)0.41710

Jensen alpha (a)0.07769
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.20890

SD0.15851

Sharpe ratio (Glass type estimate)1.31792

Sharpe ratio (Hedges UMVUE)1.31454

df293.00000

t1.39608

p0.08187

Lowerbound of 95% confidence interval for Sharpe Ratio0.53646

Upperbound of 95% confidence interval for Sharpe Ratio3.17014

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.53874

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.16783
 Statistics related to Sortino ratio

Sortino ratio2.00062

Upside Potential Ratio9.62821

Upside part of mean1.00535

Downside part of mean0.79645

Upside SD0.11959

Downside SD0.10442

N nonnegative terms157.00000

N negative terms137.00000
 Statistics related to linear regression on benchmark

N of observations294.00000

Mean of predictor0.25984

Mean of criterion0.20890

SD of predictor0.14762

SD of criterion0.15851

Covariance0.01162

r0.49677

b (slope, estimate of beta)0.53341

a (intercept, estimate of alpha)0.07030

Mean Square Error0.01899

DF error292.00000

t(b)9.78098

p(b)0.00000

t(a)0.53720

p(a)0.29577

Lowerbound of 95% confidence interval for beta0.42608

Upperbound of 95% confidence interval for beta0.64075

Lowerbound of 95% confidence interval for alpha0.18724

Upperbound of 95% confidence interval for alpha0.32783

Treynor index (mean / b)0.39163

Jensen alpha (a)0.07030
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01519

Expected Shortfall on VaR0.01921
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00663

Expected Shortfall on VaR0.01330
 ORDER STATISTICS
 Quartiles of return rates

Number of observations294.00000

Minimum0.94539

Quartile 10.99601

Median1.00077

Quartile 31.00548

Maximum1.04431

Mean of quarter 10.98969

Mean of quarter 20.99856

Mean of quarter 31.00321

Mean of quarter 41.01234

Inter Quartile Range0.00947

Number outliers low5.00000

Percentage of outliers low0.01701

Mean of outliers low0.97125

Number of outliers high10.00000

Percentage of outliers high0.03401

Mean of outliers high1.02800
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.08708

VaR(95%) (moments method)0.00931

Expected Shortfall (moments method)0.01216

Extreme Value Index (regression method)0.08054

VaR(95%) (regression method)0.00887

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

Number of observations15.00000

Minimum0.00041

Quartile 10.00978

Median0.02407

Quartile 30.03611

Maximum0.13020

Mean of quarter 10.00425

Mean of quarter 20.01641

Mean of quarter 30.03166

Mean of quarter 40.07946

Inter Quartile Range0.02633

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 high0.11423
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.97032

VaR(95%) (moments method)0.08517

Expected Shortfall (moments method)0.09338

Extreme Value Index (regression method)0.37017

VaR(95%) (regression method)0.11851

Expected Shortfall (regression method)0.14527
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.27125

Compounded annual return (geometric extrapolation)0.26720

Calmar ratio (compounded annual return / max draw down)2.05213

Compounded annual return / average of 25% largest draw downs3.36269

Compounded annual return / Expected Shortfall lognormal13.91030

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

Mean0.18130

SD0.10888

Sharpe ratio (Glass type estimate)1.66514

Sharpe ratio (Hedges UMVUE)1.65551

df130.00000

t1.17743

p0.44864

Lowerbound of 95% confidence interval for Sharpe Ratio1.11720

Upperbound of 95% confidence interval for Sharpe Ratio4.44118

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.12359

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.43461
 Statistics related to Sortino ratio

Sortino ratio2.55388

Upside Potential Ratio11.23050

Upside part of mean0.79727

Downside part of mean0.61596

Upside SD0.08277

Downside SD0.07099

N nonnegative terms74.00000

N negative terms57.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.19327

Mean of criterion0.18130

SD of predictor0.10856

SD of criterion0.10888

Covariance0.00515

r0.43540

b (slope, estimate of beta)0.43671

a (intercept, estimate of alpha)0.09690

Mean Square Error0.00968

DF error129.00000

t(b)5.49322

p(b)0.23184

t(a)0.69213

p(a)0.46130

Lowerbound of 95% confidence interval for beta0.27942

Upperbound of 95% confidence interval for beta0.59400

Lowerbound of 95% confidence interval for alpha0.18010

Upperbound of 95% confidence interval for alpha0.37390

Treynor index (mean / b)0.41516

Jensen alpha (a)0.09690
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17535

SD0.10879

Sharpe ratio (Glass type estimate)1.61186

Sharpe ratio (Hedges UMVUE)1.60255

df130.00000

t1.13976

p0.45027

Lowerbound of 95% confidence interval for Sharpe Ratio1.16988

Upperbound of 95% confidence interval for Sharpe Ratio4.38756

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.17610

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38119
 Statistics related to Sortino ratio

Sortino ratio2.45715

Upside Potential Ratio11.12320

Upside part of mean0.79378

Downside part of mean0.61843

Upside SD0.08227

Downside SD0.07136

N nonnegative terms74.00000

N negative terms57.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.18734

Mean of criterion0.17535

SD of predictor0.10856

SD of criterion0.10879

Covariance0.00514

r0.43519

b (slope, estimate of beta)0.43612

a (intercept, estimate of alpha)0.09365

Mean Square Error0.00967

DF error129.00000

t(b)5.48994

p(b)0.23196

t(a)0.66966

p(a)0.46255

VAR (95 Confidence Intrvl)0.01500

Lowerbound of 95% confidence interval for beta0.27894

Upperbound of 95% confidence interval for beta0.59329

Lowerbound of 95% confidence interval for alpha0.18304

Upperbound of 95% confidence interval for alpha0.37034

Treynor index (mean / b)0.40207

Jensen alpha (a)0.09365
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01033

Expected Shortfall on VaR0.01310
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00501

Expected Shortfall on VaR0.00950
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98010

Quartile 10.99600

Median1.00110

Quartile 31.00491

Maximum1.02090

Mean of quarter 10.99221

Mean of quarter 20.99884

Mean of quarter 31.00340

Mean of quarter 41.00883

Inter Quartile Range0.00892

Number outliers low1.00000

Percentage of outliers low0.00763

Mean of outliers low0.98010

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02047
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.41828

VaR(95%) (moments method)0.00806

Expected Shortfall (moments method)0.00933

Extreme Value Index (regression method)0.03669

VaR(95%) (regression method)0.00700

Expected Shortfall (regression method)0.00899
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00144

Quartile 10.00741

Median0.01631

Quartile 30.03030

Maximum0.05153

Mean of quarter 10.00279

Mean of quarter 20.01196

Mean of quarter 30.02656

Mean of quarter 40.03948

Inter Quartile Range0.02290

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)0.04969

VaR(95%) (moments method)0.04352

Expected Shortfall (moments method)0.05138

Extreme Value Index (regression method)2.22774

VaR(95%) (regression method)0.05591

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?361049000

Max Equity Drawdown (num days)46
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.21394

Compounded annual return (geometric extrapolation)0.22539

Calmar ratio (compounded annual return / max draw down)4.37366

Compounded annual return / average of 25% largest draw downs5.70945

Compounded annual return / Expected Shortfall lognormal17.19950
Strategy Description
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.