Collective2 Collective2
Featured Strategy S2Prox0 +61.4% Annual Return (Compounded) since Dec 23, 2022 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it
Watchlist Watchlist
This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more
Watchlist Watchlist More...

DeltaHedge
(27115320)

Created by: MichaelMoses3 MichaelMoses3
Started: 07/2007
Futures
Last trade: 5,389 days ago
Subscriptions not currently available.

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $250.00 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.

11.3%

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 marked-to-market equity calculations.

All results are hypothetical.

(15.1%)
Max Drawdown
4216
Num Trades
45.8%
Win Trades
1.2 : 1
Profit Factor
6.4%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2007                                          +3.7%(0.8%)(5.6%)+11.8%+13.5%+7.2%+32.0%
2008(1.7%)+16.0%+13.7%(0.5%)(2.2%)(1.1%)  -  +3.8%(6%)+2.8%+1.1%(6.6%)+18.1%
2009(9.4%)(4%)(0.5%)+3.1%+3.9%(2.2%)(0.1%)+0.1%+0.7%  -    -    -  (8.8%)
2010(0.2%)  -    -    -    -    -    -    -    -    -    -    -  (0.2%)
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -  (0.1%)(0.1%)
2019  -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -                                            0.0

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.

Trading Record

This strategy has placed 2,457 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 5567 days ago.

Show AutoTrade data Hide AutoTrade data
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/31/09 14:14 @SMU9 SOYBEAN MEAL LONG 1 330.9 8/2 22:34 343.4 n/a $5
Includes Typical Broker Commissions trade costs of $8.00
7/31/09 10:35 @CTZ9 COTTON - #2 LONG 1 5991 7/31 14:15 6011 0.13%
Trade id #42113545
Max drawdown($260)
Time7/31/09 12:09
Quant open1
Worst price5939
Drawdown as % of equity-0.13%
 $92
Includes Typical Broker Commissions trade costs of $8.00
7/31/09 12:20 @WU9 WHEAT LONG 1 524 3/4 7/31 14:10 523 3/4 0.1%
Trade id #42121690
Max drawdown($212)
Time7/31/09 13:30
Quant open1
Worst price520 2/4
Drawdown as % of equity-0.10%
 ($58)
Includes Typical Broker Commissions trade costs of $8.00
7/31/09 11:26 @BOZ9 SOYBEAN OIL LONG 1 35.78 7/31 13:32 35.38 0.12%
Trade id #42118274
Max drawdown($240)
Time7/31/09 13:31
Quant open1
Worst price35.40
Drawdown as % of equity-0.12%
 ($248)
Includes Typical Broker Commissions trade costs of $8.00
7/31/09 9:35 @KCU9 COFFEE LONG 1 125.80 7/31 13:30 127.80 0%
Trade id #42107693
Max drawdown$0
Time7/31/09 9:37
Quant open1
Worst price125.80
Drawdown as % of equity0.00%
 $742
Includes Typical Broker Commissions trade costs of $8.00
7/31/09 8:36 @CCU9 COCOA SHORT 1 2856 7/31 9:36 2886 0.15%
Trade id #42104687
Max drawdown($300)
Time7/31/09 9:35
Quant open-1
Worst price2883
Drawdown as % of equity-0.15%
 ($308)
Includes Typical Broker Commissions trade costs of $8.00
7/30/09 10:35 @CTZ9 COTTON - #2 LONG 1 6032 7/30 14:15 6010 0.08%
Trade id #42073611
Max drawdown($160)
Time7/30/09 10:59
Quant open1
Worst price6000
Drawdown as % of equity-0.08%
 ($118)
Includes Typical Broker Commissions trade costs of $8.00
7/30/09 10:31 @BOZ9 SOYBEAN OIL LONG 1 34.85 7/30 14:10 35.65 0.02%
Trade id #42073663
Max drawdown($42)
Time7/30/09 10:33
Quant open1
Worst price34.78
Drawdown as % of equity-0.02%
 $472
Includes Typical Broker Commissions trade costs of $8.00
7/30/09 10:33 @SX9 SOYBEANS LONG 1 956 7/30 14:10 968 3/4 n/a $630
Includes Typical Broker Commissions trade costs of $8.00
7/30/09 11:51 @WU9 WHEAT SHORT 1 516 3/4 7/30 14:10 515 0.07%
Trade id #42075729
Max drawdown($137)
Time7/30/09 12:47
Quant open-1
Worst price519 2/4
Drawdown as % of equity-0.07%
 $80
Includes Typical Broker Commissions trade costs of $8.00
7/30/09 10:00 @KCU9 COFFEE LONG 1 125.90 7/30 13:30 124.85 0.27%
Trade id #42072498
Max drawdown($562)
Time7/30/09 11:53
Quant open1
Worst price124.40
Drawdown as % of equity-0.27%
 ($402)
Includes Typical Broker Commissions trade costs of $8.00
7/30/09 10:34 @SMU9 SOYBEAN MEAL LONG 1 322.7 7/30 11:00 316.9 0.28%
Trade id #42073679
Max drawdown($580)
Time7/30/09 10:56
Quant open1
Worst price317.6
Drawdown as % of equity-0.28%
 ($588)
Includes Typical Broker Commissions trade costs of $8.00
7/30/09 8:05 @CCU9 COCOA SHORT 1 2860 7/30 9:01 2890 0.14%
Trade id #42068292
Max drawdown($300)
Time7/30/09 9:00
Quant open-1
Worst price2886
Drawdown as % of equity-0.14%
 ($308)
Includes Typical Broker Commissions trade costs of $8.00
7/29/09 10:31 @BOZ9 SOYBEAN OIL SHORT 1 34.06 7/29 14:10 33.81 0.06%
Trade id #42046846
Max drawdown($120)
Time7/29/09 10:38
Quant open-1
Worst price34.26
Drawdown as % of equity-0.06%
 $142
Includes Typical Broker Commissions trade costs of $8.00
7/29/09 12:00 @SMU9 SOYBEAN MEAL LONG 1 303.5 7/29 14:10 305.1 0%
Trade id #42050464
Max drawdown($10)
Time7/29/09 12:02
Quant open1
Worst price303.4
Drawdown as % of equity-0.00%
 $152
Includes Typical Broker Commissions trade costs of $8.00
7/29/09 10:57 @WU9 WHEAT SHORT 1 508 3/4 7/29 14:10 508 2/4 0.04%
Trade id #42048122
Max drawdown($87)
Time7/29/09 12:01
Quant open-1
Worst price510 2/4
Drawdown as % of equity-0.04%
 $5
Includes Typical Broker Commissions trade costs of $8.00
7/29/09 10:56 @CTZ9 COTTON - #2 LONG 1 5924 7/29 13:13 5854 0.17%
Trade id #42047868
Max drawdown($350)
Time7/29/09 12:19
Quant open1
Worst price5858
Drawdown as % of equity-0.17%
 ($358)
Includes Typical Broker Commissions trade costs of $8.00
7/29/09 8:04 @CCU9 COCOA LONG 1 2829 7/29 11:50 2801 0.16%
Trade id #42040900
Max drawdown($340)
Time7/29/09 11:49
Quant open1
Worst price2795
Drawdown as % of equity-0.16%
 ($288)
Includes Typical Broker Commissions trade costs of $8.00
7/29/09 9:33 @KCU9 COFFEE LONG 1 123.95 7/29 11:06 122.25 0.31%
Trade id #42043881
Max drawdown($638)
Time7/29/09 11:04
Quant open1
Worst price122.40
Drawdown as % of equity-0.31%
 ($646)
Includes Typical Broker Commissions trade costs of $8.00
7/28/09 10:39 @CTZ9 COTTON - #2 LONG 1 5935 7/28 14:15 5913 0.09%
Trade id #42021706
Max drawdown($195)
Time7/28/09 10:53
Quant open1
Worst price5896
Drawdown as % of equity-0.09%
 ($118)
Includes Typical Broker Commissions trade costs of $8.00
7/28/09 11:24 @SQ9 SOYBEANS LONG 1 1043 3/4 7/28 14:10 1054 3/4 0.05%
Trade id #42022965
Max drawdown($100)
Time7/28/09 11:26
Quant open1
Worst price1041 3/4
Drawdown as % of equity-0.05%
 $542
Includes Typical Broker Commissions trade costs of $8.00
7/28/09 11:08 @BOQ9 SOYBEAN OIL SHORT 1 33.73 7/28 14:10 33.99 0.08%
Trade id #42022277
Max drawdown($156)
Time7/28/09 12:43
Quant open-1
Worst price33.99
Drawdown as % of equity-0.08%
 ($164)
Includes Typical Broker Commissions trade costs of $8.00
7/28/09 11:41 @SMU9 SOYBEAN MEAL LONG 1 302.2 7/28 14:10 303.0 n/a $72
Includes Typical Broker Commissions trade costs of $8.00
7/28/09 11:53 @WU9 WHEAT LONG 1 525 1/4 7/28 14:10 518 1/4 0.19%
Trade id #42024378
Max drawdown($387)
Time7/28/09 13:41
Quant open1
Worst price517 2/4
Drawdown as % of equity-0.19%
 ($358)
Includes Typical Broker Commissions trade costs of $8.00
7/28/09 9:34 @KCU9 COFFEE SHORT 1 123.65 7/28 13:30 122.65 0.21%
Trade id #42019014
Max drawdown($431)
Time7/28/09 10:01
Quant open-1
Worst price124.80
Drawdown as % of equity-0.21%
 $367
Includes Typical Broker Commissions trade costs of $8.00
7/28/09 8:42 @CCU9 COCOA LONG 1 2933 7/28 9:24 2905 0.13%
Trade id #42017239
Max drawdown($280)
Time7/28/09 9:22
Quant open1
Worst price2912
Drawdown as % of equity-0.13%
 ($288)
Includes Typical Broker Commissions trade costs of $8.00
7/27/09 10:39 @SMU9 SOYBEAN MEAL SHORT 1 296.2 7/27 14:10 297.4 0.18%
Trade id #41998980
Max drawdown($380)
Time7/27/09 12:24
Quant open-1
Worst price300.0
Drawdown as % of equity-0.18%
 ($128)
Includes Typical Broker Commissions trade costs of $8.00
7/27/09 10:55 @BOQ9 SOYBEAN OIL SHORT 1 33.45 7/27 14:10 33.54 0.05%
Trade id #41999284
Max drawdown($102)
Time7/27/09 11:13
Quant open-1
Worst price33.62
Drawdown as % of equity-0.05%
 ($62)
Includes Typical Broker Commissions trade costs of $8.00
7/27/09 11:31 @WU9 WHEAT LONG 1 523 7/27 14:10 521 0.11%
Trade id #42000727
Max drawdown($225)
Time7/27/09 12:04
Quant open1
Worst price518 2/4
Drawdown as % of equity-0.11%
 ($108)
Includes Typical Broker Commissions trade costs of $8.00
7/27/09 10:14 @KCU9 COFFEE SHORT 1 123.50 7/27 13:30 124.45 0.19%
Trade id #41997810
Max drawdown($393)
Time7/27/09 12:21
Quant open-1
Worst price124.55
Drawdown as % of equity-0.19%
 ($364)
Includes Typical Broker Commissions trade costs of $8.00
Next

Statistics

  • Strategy began
    7/16/2007
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    6136.63
  • Age
    205 months ago
  • What it trades
    Futures
  • # Trades
    4216
  • # Profitable
    1933
  • % Profitable
    45.80%
  • Avg trade duration
    3.4 hours
  • Max peak-to-valley drawdown
    15.06%
  • drawdown period
    Aug 13, 2008 - March 10, 2009
  • Annual return (compounded)
    4.5%
  • Avg win
    $400.62
  • Avg loss
    $293.46
  • Model Account Values (Raw)
  • Cash
    $207,810
  • Margin Used
    $0
  • Buying Power
    $207,810
  • Ratios
  • W:L ratio
    1.16:1
  • Sharpe Ratio
    0.03
  • Sortino Ratio
    0.05
  • Calmar Ratio
    0.326
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.02420
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    97.60%
  • Return Percent SP500 (cumu) during strategy life
    230.93%
  • Return Statistics
  • Ann Return (w trading costs)
    11.3%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.94%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    28.40%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    4.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    6.25%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $401
  • Avg Loss
    $293
  • Sum Trade PL (losers)
    $669,969.000
  • Sum Trade PL (winners)
    $774,408.000
  • # Winners
    1933
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    17
  • Age
  • Num Months filled monthly returns table
    203
  • Win / Loss
  • # Losers
    2283
  • % Winners
    45.9%
  • Frequency
  • Avg Position Time (mins)
    204.97
  • Avg Position Time (hrs)
    3.42
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    5388
  • Regression
  • Alpha
    0.00
  • Beta
    0.01
  • Treynor Index
    0.13
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.55
  • MAE:Equity, average, all trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    -20.944
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    30.61
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    31.73
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.378
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.179
  • Hold-and-Hope Ratio
    -0.048
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    0.25900
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.05000
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    209
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

The DeltaHedge Daily Trading Recommendation Service was developed with the assumption that the market can do virtually ANYTHING on ANY GIVEN DAY...and that NO ONE (not even the "experts") can predict the future. My grandfather had a favorite saying: "If I knew where I was going to die, I wouldnt go there," and, in a sense, this is the over-riding philosophy upon which this system is modeled. The selected futures contracts we will be recommending are: Cocoa, Cotton, Wheat, Soybeans, Soybean Meal and Soybean Oil. After 7:00 PM EST each night, but before the first commoditys main trading session open at 8:00 AM EST, we will post recommendations to enter two contrary futures Stop orders: to BOTH Buy AND Sell the nearby month futures contracts at different levels. Signals should be entered as close to recommendation time as possible, or at least by the individual commodities main trading session opens. All open positions or pending orders should be closed 5 minutes before the individual commodities main trading session closes to make sure we exit all trades by the end of the day. On days when we will be closed and not posting trades, we will notify you well in advance. The obvious question is: If the pending orders placed are contrary, dont the profits/losses cancel one-another? The answer is that the futures markets we have selected for DeltaHedge are some of the MOST DIRECTIONAL (per day) and have some of the MOST CONSTANT VOLATILITIES that we have found among all the futures instruments. On the vast majority of days, only one of the orders (Buy OR Sell) will trigger, and the other order will not. Additionally, the orders triggered to enter are at a certain level away from the Open. The unique feature of the system lies in exactly where these levels are placed. The levels at which we enter each side is essentially just past the "noise" levels of the individual markets. These "noise" levels have been calculated using a complex series of mathematical algorithms that have been determined based on statistics of how each of the selected futures have traded, over time. These levels change on a daily basis. The other essential feature which we made mandatory for the system is that it be LOW MAINTENANCE, meaning one should be able to enter the trades easily at the market opens and not have to worry or touch them until the end of the day when it comes time to close open positions and still-pending orders. THE BOTTOM LINE OF WHAT TO EXPECT FROM PERFORMANCE: With this system, we are not trying to get rich quick. We are looking to make a MODEST OVERALL DAILY PROFIT, on a CONSISTENT DAILY BASIS, with LOW OVERALL DRAWDOWN. We are trading only 1 contract per commodity. As profits grow, you may decide to GRADUALLY and INCREMENTALLY increase the number of positions traded in order to pyramid profits, but ONLY if you achieve a comfortable account balance to support this with proper money management, which is also key. Most futures brokerages require the margin minimums ($2,660 per Cocoa futures contract, $3,780 per Coffee futures contract, $1,820 per Cotton futures contract, $3,375 per Wheat futures contract, $4,725 per Soybeans futures contract, $2,700 per Soybean Meal futures contract and $2,025 per Soybean Oil futures contract). Most brokerages require only half the margin minimums if positions are not held overnight; ours are not. Additionally, since we place two opposing orders, the margin requirements at the time the pending orders are placed is nearly $0, but since one side (Long OR Short) is usually taken on a given day, we recommend you should have at least the day-trading margin minimums ($10,542.50 per all 7 futures contracts) plus at least $10,000 per all 7 futures contracts traded to allow for maximum drawdown over a few days so you will not be "out of the game" if/when this occurs = at LEAST $20,542.50 recommended in your account to trade 1 contract lots. Most successful trades achieve a profit of ~$500-$1,000 (but occasionally much more). On days in which a market moves very little (no weather reports, news, or events), no trades trigger, and our pending orders automatically expire. The worst possibility on a given day is one in which a market moves and triggers a Long or Short trade, reverses hard, and also triggers the opposing Long or Short trade. This happens relatively rarely, and in this case, we will have to absorb a loss equal ONLY to the spread between the opposing trades, usually ~$250-$500. In the world of futures trading, this is a relatively minor loss during a very volatile trading environment. The system has proven to be very profitable with very low drawdown in historical trading for all the back years tested (typically generating ~$100,000+ per all 7 futures contracts, per year, excluding commissions) as well as in real trading in 2006, 2007, 2008 and so far in 2009. We invite you to enjoy the recommendations and to paper trade the system yourself for at least the 7-day Free Trial period to understand its potential. If you like the service, we welcome you to join our family of paid subscribers. We believe you will be able to cover our modest monthly fee with your average daily profit within a few days each month. Happy trading!

Summary Statistics

Strategy began
2007-07-16
Suggested Minimum Capital
$100,000
# Trades
4216
# Profitable
1933
% Profitable
45.8%
Correlation S&P500
0.024
Sharpe Ratio
0.03
Sortino Ratio
0.05
Beta
0.01
Alpha
0.00

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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 under-or over-compensated 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 re-scaled downward to make current go-forward 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 per-trade 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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Mark as Private Keep Public

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.