Collective2 Collective2
Featured Strategy QUANT AI Gold and Silver +36.6% Cumul. Return since Sep 23, 2025 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
Broadcast Watchlist Watchlist More...

Gold Survivor Eurex Brk
(33665993)

Created by: MicheleGiardina MicheleGiardina
Started: 07/2008
Futures
Last trade: 5,655 days ago

Subscriptions not available

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

Subscription terms. You can subscribe to this system for free.

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.

38.9%

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.

(33.3%)
Max Drawdown
310
Num Trades
47.4%
Win Trades
1.3 : 1
Profit Factor
13.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2008                                          (6.2%)+21.8%+29.5%+22.2%+14.5%+0.4%+107.9%
2009+17.2%+11.2%+11.0%(4.9%)(10.9%)+3.4%(6.1%)(1.1%)(6.7%)(1.9%)(2.9%)(4%)+0.6%
2010+0.3%(1.9%)(1.1%)(4.9%)+14.4%(0.2%)+1.0%+4.8%(2.1%)+3.4%(7.6%)(2.3%)+2.1%
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -  +6.2%+0.6%+0.3%(1.1%)+0.1%(1.2%)(1.4%)(2.3%)(0.5%)(0.7%)(1.6%)(1.8%)
2015(4.8%)+0.5%(3.5%)+2.1%(1%)+0.3%(0.1%)+1.5%(0.4%)(1%)(2.2%)+1.7%(6.9%)
2016(0.3%)+1.1%+1.0%+1.0%(1.4%)(0.6%)+0.9%+0.1%+0.2%(1.9%)  -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -    -    -                                            

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.

System developer has asked us to delay this information by 7 hours.

Trading Record

This strategy has placed 336 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 5688 days ago.

Show AutoTrade data Hide AutoTrade data
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
12/15/10 10:00 XGZ0 DAX INDEX LONG 1 7021.50 12/15 14:34 6998.50 0.88%
Trade id #55832285
Max drawdown($637)
Time12/15/10 14:31
Quant open1
Worst price6996.00
Drawdown as % of equity-0.88%
 ($635)
Includes Typical Broker Commissions trade costs of $8.00
12/10/10 10:13 XGZ0 DAX INDEX SHORT 1 6995.00 12/10 14:00 7013.50 0.69%
Trade id #55692172
Max drawdown($504)
Time12/10/10 13:59
Quant open-1
Worst price7014.00
Drawdown as % of equity-0.69%
 ($512)
Includes Typical Broker Commissions trade costs of $8.00
12/8/10 10:07 XGZ0 DAX INDEX SHORT 1 6986.50 12/8 15:55 6987.50 0.39%
Trade id #55608440
Max drawdown($287)
Time12/8/10 14:46
Quant open-1
Worst price6998.00
Drawdown as % of equity-0.39%
 ($35)
Includes Typical Broker Commissions trade costs of $8.00
11/30/10 9:41 XGZ0 DAX INDEX SHORT 1 6661.00 11/30 10:00 6702.50 1.52%
Trade id #55334677
Max drawdown($1,131)
Time11/30/10 10:00
Quant open-1
Worst price6698.50
Drawdown as % of equity-1.52%
 ($1,139)
Includes Typical Broker Commissions trade costs of $8.00
11/26/10 10:01 XGZ0 DAX INDEX LONG 1 6857.50 11/26 13:20 6824.00 1.21%
Trade id #55235989
Max drawdown($913)
Time11/26/10 13:20
Quant open1
Worst price6825.00
Drawdown as % of equity-1.21%
 ($921)
Includes Typical Broker Commissions trade costs of $8.00
11/16/10 10:01 XGZ0 DAX INDEX SHORT 1 6722.00 11/16 15:55 6672.50 0.55%
Trade id #54873144
Max drawdown($412)
Time11/16/10 10:19
Quant open-1
Worst price6738.50
Drawdown as % of equity-0.55%
 $1,340
Includes Typical Broker Commissions trade costs of $8.00
11/12/10 10:16 XGZ0 DAX INDEX LONG 1 6755.00 11/12 10:39 6726.50 1.03%
Trade id #54779292
Max drawdown($776)
Time11/12/10 10:32
Quant open1
Worst price6728.00
Drawdown as % of equity-1.03%
 ($784)
Includes Typical Broker Commissions trade costs of $8.00
11/12/10 3:40 XGZ0 DAX INDEX SHORT 1 6664.50 11/12 3:55 6670.50 0.21%
Trade id #54764906
Max drawdown($163)
Time11/12/10 3:55
Quant open-1
Worst price6669.50
Drawdown as % of equity-0.21%
 ($171)
Includes Typical Broker Commissions trade costs of $8.00
11/9/10 5:02 XGZ0 DAX INDEX LONG 1 6789.00 11/9 15:42 6767.00 0.78%
Trade id #54624435
Max drawdown($599)
Time11/9/10 15:42
Quant open1
Worst price6770.50
Drawdown as % of equity-0.78%
 ($607)
Includes Typical Broker Commissions trade costs of $8.00
11/4/10 11:04 XGZ0 DAX INDEX LONG 1 6761.50 11/4 15:55 6754.50 0.88%
Trade id #54496743
Max drawdown($675)
Time11/4/10 12:05
Quant open1
Worst price6734.50
Drawdown as % of equity-0.88%
 ($199)
Includes Typical Broker Commissions trade costs of $8.00
11/3/10 3:01 XGZ0 DAX INDEX LONG 1 6684.00 11/3 4:13 6665.50 0.74%
Trade id #54437085
Max drawdown($575)
Time11/3/10 4:13
Quant open1
Worst price6661.00
Drawdown as % of equity-0.74%
 ($512)
Includes Typical Broker Commissions trade costs of $8.00
11/1/10 4:50 XGZ0 DAX INDEX LONG 1 6678.00 11/1 5:52 6634.00 1.52%
Trade id #54356239
Max drawdown($1,199)
Time11/1/10 5:52
Quant open1
Worst price6655.00
Drawdown as % of equity-1.52%
 ($1,207)
Includes Typical Broker Commissions trade costs of $8.00
10/21/10 4:07 XGZ0 DAX INDEX LONG 1 6562.00 10/21 11:17 6614.50 0.27%
Trade id #54055830
Max drawdown($212)
Time10/21/10 4:48
Quant open1
Worst price6553.50
Drawdown as % of equity-0.27%
 $1,422
Includes Typical Broker Commissions trade costs of $8.00
10/20/10 11:27 XGZ0 DAX INDEX LONG 1 6534.50 10/20 15:55 6532.00 0.18%
Trade id #54031108
Max drawdown($137)
Time10/20/10 11:51
Quant open1
Worst price6529.00
Drawdown as % of equity-0.18%
 ($76)
Includes Typical Broker Commissions trade costs of $8.00
10/19/10 10:17 XGZ0 DAX INDEX LONG 1 6516.50 10/19 13:59 6484.50 1.12%
Trade id #53981742
Max drawdown($872)
Time10/19/10 13:58
Quant open1
Worst price6483.00
Drawdown as % of equity-1.12%
 ($880)
Includes Typical Broker Commissions trade costs of $8.00
10/13/10 7:46 XGZ0 DAX INDEX SHORT 1 6430.00 10/13 8:18 6434.50 0.16%
Trade id #53792084
Max drawdown($123)
Time10/13/10 7:49
Quant open-1
Worst price6432.00
Drawdown as % of equity-0.16%
 ($131)
Includes Typical Broker Commissions trade costs of $8.00
10/13/10 2:05 XGZ0 DAX INDEX LONG 1 6342.50 10/13 5:26 6401.50 0.08%
Trade id #53783810
Max drawdown($62)
Time10/13/10 2:10
Quant open1
Worst price6340.00
Drawdown as % of equity-0.08%
 $1,599
Includes Typical Broker Commissions trade costs of $8.00
10/12/10 10:56 XGZ0 DAX INDEX LONG 1 6325.00 10/12 16:05 6333.50 0.61%
Trade id #53755731
Max drawdown($462)
Time10/12/10 12:51
Quant open1
Worst price6306.50
Drawdown as % of equity-0.61%
 $224
Includes Typical Broker Commissions trade costs of $8.00
10/7/10 10:02 XGZ0 DAX INDEX SHORT 1 6269.50 10/7 10:24 6293.50 1%
Trade id #53618727
Max drawdown($775)
Time10/7/10 10:24
Quant open-1
Worst price6300.50
Drawdown as % of equity-1.00%
 ($662)
Includes Typical Broker Commissions trade costs of $8.00
10/5/10 10:03 XGZ0 DAX INDEX LONG 1 6229.00 10/5 15:55 6258.00 0.89%
Trade id #53537026
Max drawdown($675)
Time10/5/10 10:22
Quant open1
Worst price6202.00
Drawdown as % of equity-0.89%
 $782
Includes Typical Broker Commissions trade costs of $8.00
10/4/10 12:02 XGZ0 DAX INDEX SHORT 1 6127.00 10/4 15:55 6138.50 0.69%
Trade id #53501575
Max drawdown($525)
Time10/4/10 15:24
Quant open-1
Worst price6148.00
Drawdown as % of equity-0.69%
 ($321)
Includes Typical Broker Commissions trade costs of $8.00
9/24/10 10:06 XGZ0 DAX INDEX LONG 1 6292.50 9/24 15:55 6314.50 0.3%
Trade id #53235425
Max drawdown($225)
Time9/24/10 10:20
Quant open1
Worst price6283.50
Drawdown as % of equity-0.30%
 $591
Includes Typical Broker Commissions trade costs of $8.00
9/23/10 8:30 XGZ0 DAX INDEX SHORT 1 6149.00 9/23 10:37 6193.50 1.57%
Trade id #53190773
Max drawdown($1,212)
Time9/23/10 10:33
Quant open-1
Worst price6192.00
Drawdown as % of equity-1.57%
 ($1,220)
Includes Typical Broker Commissions trade costs of $8.00
9/17/10 10:02 XGZ0 DAX INDEX SHORT 1 6200.50 9/17 11:05 6242.00 1.44%
Trade id #53015348
Max drawdown($1,130)
Time9/17/10 11:05
Quant open-1
Worst price6238.50
Drawdown as % of equity-1.44%
 ($1,138)
Includes Typical Broker Commissions trade costs of $8.00
9/14/10 10:45 XGU0 DAX INDEX LONG 1 6268.50 9/14 15:55 6270.50 0.08%
Trade id #52896865
Max drawdown($62)
Time9/14/10 13:48
Quant open1
Worst price6266.00
Drawdown as % of equity-0.08%
 $46
Includes Typical Broker Commissions trade costs of $8.00
9/9/10 6:04 XGU0 DAX INDEX LONG 1 6195.00 9/9 15:55 6184.00 0.84%
Trade id #52762039
Max drawdown($662)
Time9/9/10 13:58
Quant open1
Worst price6168.50
Drawdown as % of equity-0.84%
 ($308)
Includes Typical Broker Commissions trade costs of $8.00
9/2/10 11:01 XGU0 DAX INDEX LONG 1 6102.50 9/2 15:55 6105.00 0.76%
Trade id #52581391
Max drawdown($587)
Time9/2/10 11:36
Quant open1
Worst price6079.00
Drawdown as % of equity-0.76%
 $60
Includes Typical Broker Commissions trade costs of $8.00
9/1/10 10:01 XGU0 DAX INDEX LONG 1 6049.00 9/1 11:03 6082.50 0.02%
Trade id #52533667
Max drawdown($12)
Time9/1/10 10:05
Quant open1
Worst price6048.50
Drawdown as % of equity-0.02%
 $905
Includes Typical Broker Commissions trade costs of $8.00
8/27/10 10:01 XGU0 DAX INDEX SHORT 1 5873.00 8/27 10:26 5919.50 1.6%
Trade id #52404921
Max drawdown($1,267)
Time8/27/10 10:25
Quant open-1
Worst price5905.00
Drawdown as % of equity-1.60%
 ($1,275)
Includes Typical Broker Commissions trade costs of $8.00
8/24/10 3:02 XGU0 DAX INDEX SHORT 1 5966.00 8/24 10:02 5878.50 0.42%
Trade id #52258846
Max drawdown($325)
Time8/24/10 3:10
Quant open-1
Worst price5979.00
Drawdown as % of equity-0.42%
 $2,376
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    7/10/2008
  • Suggested Minimum Cap
    $30,000
  • Strategy Age (days)
    6533.92
  • Age
    218 months ago
  • What it trades
    Futures
  • # Trades
    310
  • # Profitable
    147
  • % Profitable
    47.40%
  • Avg trade duration
    4.5 hours
  • Max peak-to-valley drawdown
    33.29%
  • drawdown period
    April 14, 2009 - April 27, 2010
  • Annual return (compounded)
    4.6%
  • Avg win
    $1,168
  • Avg loss
    $825.95
  • Model Account Values (Raw)
  • Cash
    $67,093
  • Margin Used
    $0
  • Buying Power
    $67,093
  • Ratios
  • W:L ratio
    1.28:1
  • Sharpe Ratio
    0.2
  • Sortino Ratio
    0.34
  • Calmar Ratio
    0.254
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.06430
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    106.47%
  • Return Percent SP500 (cumu) during strategy life
    480.42%
  • Return Statistics
  • Ann Return (w trading costs)
    38.9%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.96%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    58.90%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    4.6%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    25.00%
  • Chance of 20% account loss
    5.88%
  • Chance of 30% account loss
    5.56%
  • 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
    $1,168
  • Avg Loss
    $826
  • Sum Trade PL (losers)
    $134,630.000
  • Sum Trade PL (winners)
    $171,724.000
  • # Winners
    147
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    30
  • Age
  • Num Months filled monthly returns table
    215
  • Win / Loss
  • # Losers
    163
  • % Winners
    47.4%
  • Frequency
  • Avg Position Time (mins)
    267.18
  • Avg Position Time (hrs)
    4.45
  • Avg Trade Length
    0.2 days
  • Last Trade Ago
    5646
  • Regression
  • Alpha
    0.01
  • Beta
    -0.03
  • Treynor Index
    -0.20
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.26
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    11.550
  • 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
    44.57
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    54.85
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.02
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.382
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.169
  • Hold-and-Hope Ratio
    0.086
  • 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)
    1.19600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.10400
  • 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)
    378
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

----------------------------------
HISTORICAL RESULTS
----------------------------------
Download historical system results here:
http://www.coincollector.it/Survivor-Dax-EMB_2029311.html
http://www.en.coincollector.ea23.com/Survivor-Dax-EMB_20293338.html

------------------------------------------
ADDITIONAL INFORMATION
------------------------------------------
Subscribe our Blog "Trading Weeks" here:
http://tradingweeks.blogspot.com

See other our C2 trading systems here:
http://coincollector-blog-uk.blogspot.com

-----------
FEEDS
-----------
To read our Blog Trading Week subscribe the following feed:
http://feeds.feedburner.com/TradingWeek

To see other our C2 trading systems subscribe the following feed:
http://feeds.feedburner.com/TradingSystemsCollection

--------------------------------
SYSTEM FEATURES
--------------------------------
Survivor Dax EMB is a pattern recognition system which was born after the extension of the Dax future timetable, with the intention to capture important market movements even from mid afternoon onwards. The operative setup takes place on two different intraday patterns with an high probability of success.

---------------------------------------------
GOLD SURVIVOR FEATURES
---------------------------------------------
Survivor is a very good system, both intraday and overnight, which can work on a highly diversified futures and stocks portfolio. The Survivor core elements are the volatility breakout, the file pattern that validates it and the little number of parameters (3) which regulate its working.
The highly selective and combined two variables action makes Survivor one of the more robust and versatile systems in its category.
In fact Survivor can operate with profit on many markets and on many time frames. It can also operate both intraday and overnight. It works on fixed non-optimizied parameters on all the markets, these parameters are never changed and this is an essential condition to guarantee constant and robust results.

-----------------------------------------------
OUR OTHER SYSTEMS ON C2
----------------------------------------------
See other our C2 trading systems here:
http://coincollector-blog-uk.blogspot.com

Gold Survivor DayTrader: www.collective2.com/go/survivordaytrader
Gold Survivor Energy Portfolio: www.collective2.com/go/survivorenergyportfolio
Gold Survivor Intraday Portfolio: www.collective2.com/go/survivorintradayportfolio
Gold Survivor Eurex Mini Portfolio: www.collective2.com/go/survivoreurexminiportfolio
Gold Survivor Intraday Dax: www.collective2.com/go/survivordaxintraday
Gold Survivor Intraday Euro Fx: www.collective2.com/go/survivorintraeurofx
Gold Survivor Intraday Mini S&P: www.collective2.com/go/survivores
Sniper Commodity: www.collective2.com/go/snipercommodity
Super Commodity: www.collective2.com/go/supercommodity
Super Mixer: www.collective2.com/go/supermixer
Super Mixer Light: www.collective2.com/go/supermixerlight
Super Forex: www.collective2.com/go/superforex
Super Forex Light: www.collective2.com/go/superforexlight
Super Stocks: www.collective2.com/go/superstocks
Trade this strategy at Tradier

Summary Statistics

Strategy began
2008-07-10
Suggested Minimum Capital
$30,000
# Trades
310
# Profitable
147
% Profitable
47.4%
Correlation S&P500
-0.064
Sharpe Ratio
0.20
Sortino Ratio
0.34
Beta
-0.03
Alpha
0.01

Latest Activity

subscribed on started simulation

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.