This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
11/11/2020
Most recent certification approved
11/11/20 9:30 ET
Trades at broker
Israel Interactive Trading
Scaling percentage used
100%
# trading signals issued by system since certification
132
# trading signals executed in manager's Israel Interactive Trading account
132
Percent signals followed since 11/11/2020
100%
This information was last updated
5/8/21 20:24 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 11/11/2020,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
Easy Value
(132169961)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  11/11/2020 
Most recent certification approved  11/11/20 9:30 ET 
Trades at broker  Israel Interactive Trading 
Scaling percentage used  100% 
# trading signals issued by system since certification  132 
# trading signals executed in manager's Israel Interactive Trading account  132 
Percent signals followed since 11/11/2020  100% 
This information was last updated  5/8/21 20:24 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 11/11/2020, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $79.00 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.
Nonhedged Equity
Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stockpickers."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  +5.0%  +9.4%  +14.9%  
2021  +2.4%  (0.5%)  +7.8%  +6.0%  +7.8%  +25.5% 
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  $30,000  
Buy Power  $24,629  
Cash  $18,251  
Equity  $6,378  
Cumulative $  $14,072  
Includes dividends and cashsettled expirations:  $660  Itemized 
Total System Equity  $44,072  
Margined  $0  
Open P/L  $6,378 
Trading Record
Statistics

Strategy began11/10/2020

Suggested Minimum Cap$15,000

Strategy Age (days)179.57

Age6 months ago

What it tradesStocks

# Trades78

# Profitable63

% Profitable80.80%

Avg trade duration57.7 days

Max peaktovalley drawdown6.99%

drawdown periodFeb 10, 2021  March 04, 2021

Cumul. Return44.4%

Avg win$231.67

Avg loss$78.87
 Model Account Values (Raw)

Cash$18,251

Margin Used$0

Buying Power$24,629
 Ratios

W:L ratio13.45:1

Sharpe Ratio4.08

Sortino Ratio7.6

Calmar Ratio21.551
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)24.97%

Correlation to SP5000.49430

Return Percent SP500 (cumu) during strategy life19.38%
 Return Statistics

Ann Return (w trading costs)108.2%
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy lifen/a
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.444%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)117.6%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)920

Popularity (Last 6 weeks)985
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)963
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$79

Avg Win$232

Sum Trade PL (losers)$1,183.000
 AUM

AUM (AutoTrader num accounts)4
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$14,595.000

# Winners63

Num Months Winners6
 Dividends

Dividends Received in Model Acct661
 AUM

AUM (AutoTrader live capital)164913
 Win / Loss

# Losers15

% Winners80.8%
 Frequency

Avg Position Time (mins)83103.30

Avg Position Time (hrs)1385.06

Avg Trade Length57.7 days

Last Trade Ago12
 Leverage

Daily leverage (average)0.92

Daily leverage (max)1.25
 Regression

Alpha0.15

Beta0.56

Treynor Index0.36
 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)2.71

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades0.556

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 strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.256

Avg(MAE) / Avg(PL)  Losing trades2.087

HoldandHope Ratio1.833
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.71466

SD0.16068

Sharpe ratio (Glass type estimate)4.44783

Sharpe ratio (Hedges UMVUE)3.54886

df4.00000

t2.87106

p0.02271

Lowerbound of 95% confidence interval for Sharpe Ratio0.08007

Upperbound of 95% confidence interval for Sharpe Ratio8.57265

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.35846

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.45617
 Statistics related to Sortino ratio

Sortino ratio209.34500

Upside Potential Ratio210.89400

Upside part of mean0.71995

Downside part of mean0.00529

Upside SD0.25140

Downside SD0.00341

N nonnegative terms4.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations5.00000

Mean of predictor0.34147

Mean of criterion0.71466

SD of predictor0.04384

SD of criterion0.16068

Covariance0.00527

r0.74845

b (slope, estimate of beta)2.74308

a (intercept, estimate of alpha)0.22203

Mean Square Error0.01514

DF error3.00000

t(b)1.95472

p(b)0.07280

t(a)0.43053

p(a)0.65207

Lowerbound of 95% confidence interval for beta1.72288

Upperbound of 95% confidence interval for beta7.20904

Lowerbound of 95% confidence interval for alpha1.86326

Upperbound of 95% confidence interval for alpha1.41921

Treynor index (mean / b)0.26053

Jensen alpha (a)0.22203
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.68344

SD0.15168

Sharpe ratio (Glass type estimate)4.50592

Sharpe ratio (Hedges UMVUE)3.59520

df4.00000

t2.90856

p0.02187

Lowerbound of 95% confidence interval for Sharpe Ratio0.11154

Upperbound of 95% confidence interval for Sharpe Ratio8.65816

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.33240

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.52281
 Statistics related to Sortino ratio

Sortino ratio200.44400

Upside Potential Ratio201.99300

Upside part of mean0.68872

Downside part of mean0.00528

Upside SD0.23941

Downside SD0.00341

N nonnegative terms4.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations5.00000

Mean of predictor0.33520

Mean of criterion0.68344

SD of predictor0.04285

SD of criterion0.15168

Covariance0.00494

r0.76074

b (slope, estimate of beta)2.69289

a (intercept, estimate of alpha)0.21923

Mean Square Error0.01292

DF error3.00000

t(b)2.03007

p(b)0.06767

t(a)0.45840

p(a)0.66108

Lowerbound of 95% confidence interval for beta1.52864

Upperbound of 95% confidence interval for beta6.91442

Lowerbound of 95% confidence interval for alpha1.74125

Upperbound of 95% confidence interval for alpha1.30278

Treynor index (mean / b)0.25379

Jensen alpha (a)0.21923
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01495

Expected Shortfall on VaR0.03269
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00050

Expected Shortfall on VaR0.00124
 ORDER STATISTICS
 Quartiles of return rates

Number of observations5.00000

Minimum1.00012

Quartile 11.03641

Median1.06665

Quartile 31.08414

Maximum1.12209

Mean of quarter 11.01827

Mean of quarter 21.06665

Mean of quarter 31.08414

Mean of quarter 41.12209

Inter Quartile Range0.04773

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 observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

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)0.82800

Compounded annual return (geometric extrapolation)1.03672

Calmar ratio (compounded annual return / max draw down)0.00000

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal31.71850

0.00000

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

Mean0.76910

SD0.14742

Sharpe ratio (Glass type estimate)5.21698

Sharpe ratio (Hedges UMVUE)5.18562

df125.00000

t3.61788

p0.30714

Lowerbound of 95% confidence interval for Sharpe Ratio2.30789

Upperbound of 95% confidence interval for Sharpe Ratio8.10626

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.28717

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8.08406
 Statistics related to Sortino ratio

Sortino ratio10.16980

Upside Potential Ratio17.95950

Upside part of mean1.35820

Downside part of mean0.58910

Upside SD0.13453

Downside SD0.07563

N nonnegative terms79.00000

N negative terms47.00000
 Statistics related to linear regression on benchmark

N of observations126.00000

Mean of predictor0.34974

Mean of criterion0.76910

SD of predictor0.13520

SD of criterion0.14742

Covariance0.00953

r0.47821

b (slope, estimate of beta)0.52143

a (intercept, estimate of alpha)0.58700

Mean Square Error0.01690

DF error124.00000

t(b)6.06340

p(b)0.26089

t(a)3.09054

p(a)0.36629

Lowerbound of 95% confidence interval for beta0.35122

Upperbound of 95% confidence interval for beta0.69164

Lowerbound of 95% confidence interval for alpha0.21097

Upperbound of 95% confidence interval for alpha0.96249

Treynor index (mean / b)1.47497

Jensen alpha (a)0.58673
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.75719

SD0.14678

Sharpe ratio (Glass type estimate)5.15871

Sharpe ratio (Hedges UMVUE)5.12769

df125.00000

t3.57747

p0.30903

Lowerbound of 95% confidence interval for Sharpe Ratio2.25135

Upperbound of 95% confidence interval for Sharpe Ratio8.04651

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.23083

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8.02455
 Statistics related to Sortino ratio

Sortino ratio9.94721

Upside Potential Ratio17.72330

Upside part of mean1.34912

Downside part of mean0.59192

Upside SD0.13329

Downside SD0.07612

N nonnegative terms79.00000

N negative terms47.00000
 Statistics related to linear regression on benchmark

N of observations126.00000

Mean of predictor0.34041

Mean of criterion0.75719

SD of predictor0.13520

SD of criterion0.14678

Covariance0.00948

r0.47769

b (slope, estimate of beta)0.51860

a (intercept, estimate of alpha)0.58066

Mean Square Error0.01676

DF error124.00000

t(b)6.05479

p(b)0.26116

t(a)3.07296

p(a)0.36699

Lowerbound of 95% confidence interval for beta0.34907

Upperbound of 95% confidence interval for beta0.68812

Lowerbound of 95% confidence interval for alpha0.20666

Upperbound of 95% confidence interval for alpha0.95466

Treynor index (mean / b)1.46008

Jensen alpha (a)0.58066
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01195

Expected Shortfall on VaR0.01568
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00426

Expected Shortfall on VaR0.00880
 ORDER STATISTICS
 Quartiles of return rates

Number of observations126.00000

Minimum0.97735

Quartile 10.99677

Median1.00311

Quartile 31.00847

Maximum1.03343

Mean of quarter 10.99203

Mean of quarter 21.00007

Mean of quarter 31.00591

Mean of quarter 41.01415

Inter Quartile Range0.01169

Number outliers low1.00000

Percentage of outliers low0.00794

Mean of outliers low0.97735

Number of outliers high4.00000

Percentage of outliers high0.03175

Mean of outliers high1.02901
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.28273

VaR(95%) (moments method)0.00758

Expected Shortfall (moments method)0.00924

Extreme Value Index (regression method)0.10780

VaR(95%) (regression method)0.00810

Expected Shortfall (regression method)0.01173
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations19.00000

Minimum0.00039

Quartile 10.00301

Median0.00655

Quartile 30.01829

Maximum0.05534

Mean of quarter 10.00157

Mean of quarter 20.00489

Mean of quarter 30.01063

Mean of quarter 40.03260

Inter Quartile Range0.01528

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.05263

Mean of outliers high0.05534
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.22796

VaR(95%) (moments method)0.03721

Expected Shortfall (moments method)0.05430

Extreme Value Index (regression method)1.21918

VaR(95%) (regression method)0.03983

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.95387

Compounded annual return (geometric extrapolation)1.19263

Calmar ratio (compounded annual return / max draw down)21.55150

Compounded annual return / average of 25% largest draw downs36.58470

Compounded annual return / Expected Shortfall lognormal76.03700
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess log return rates
 Statistics related to linear regression on benchmark

VAR (95 Confidence Intrvl)0.01200
 DRAW DOWN STATISTICS
 Risk estimates based on draw downs (based on Extreme Value T
 assuming Pareto losses only (using partial moments from Sortino statistics)

Last 4 Months  Pcnt Negative0.25%

Strat Max DD how much worse than SP500 max DD during strat life?326328000

Max Equity Drawdown (num days)22
Strategy Description
Value investing strategy made easy – Investing in good companies that are currently underpriced.
Strategy details:
In value investing we find the real internal value of a company. If the stock price of the company is lower than this real value – we found a bargain.
We buy now, wait for the stock price to reach the real value, and sell.
Our approach stands on three major pillars 
• Real Value – We identify companies where the gap between market price and intrinsic value is significant and targets them for investment.
• Risk Minimization – To reduce the likelihood of losing money we select only those companies where, aside from periodic volatility, the potential for loss is limited.
• Investment Time Horizon – Buy, wait, sell.
Generally, we buy shares and hold them for long periods of time. When do we sell? When the company stock price reaches its real value or when a better deal is found – another company with a bigger price<>value gap.
***************** IMPORTANAT NOTE!!!!!************************
Please mark "Join trades in progress" when subscribing to Easy Value. The strategy works as a whole portfolio and choosing "Don't join trades in progress" will produce an unbalanced portfolio.
Contact Easy Value Team (https://collective2.com/sendmessageto/134057686) on Collective2 for any issues.
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.