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These are hypothetical performance results that have certain inherent limitations. Learn more
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Schulenberg 2X-Hedged IWM (^IWM2)
(55622090)

Created by: CraigSchulenberg CraigSchulenberg
Started: 12/2010
Stocks
Last trade: 3,801 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. Subscriptions to this system cost $75.00 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.

23.9%
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

-
Max Drawdown
94
Num Trades
53.2%
Win Trades
1.7 : 1
Profit Factor
13.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2010                                                                             +2.6%+2.6%
2011(1.8%)(2.5%)+0.2%+10.2%+6.9%(23.3%)(10.2%)+78.5%(30.7%)+25.2%(13.5%)(1.6%)+2.6%
2012+11.0%+5.1%+7.9%(5.1%)(9.1%)+9.0%(6.1%)+5.9%+6.4%(4.3%)(9.9%)(0.2%)+7.9%
2013+9.0%+1.8%+10.9%+0.1%+6.5%(4.1%)+18.1%(14.2%)+12.7%(0.4%)+9.0%+1.1%+57.8%
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  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

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 168 hours.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/14/13 9:31 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 305 64.65 11/29 9:30 73.90 1.63%
Trade id #83484762
Max drawdown($339)
Time11/7/13 15:59
Quant open205
Worst price63.00
Drawdown as % of equity-1.63%
 $2,813
Includes Typical Broker Commissions trade costs of $6.10
8/21/13 9:30 TNA DIREXION DAILY SMALL CAP BULL 3X LONG 840 56.50 10/9 9:30 56.65 3.92%
Trade id #82634194
Max drawdown($756)
Time8/30/13 15:55
Quant open233
Worst price51.86
Drawdown as % of equity-3.92%
 $103
Includes Typical Broker Commissions trade costs of $16.80
9/12/13 9:30 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 76 85.96 9/18 9:30 84.56 0.85%
Trade id #82951488
Max drawdown($170)
Time9/16/13 9:31
Quant open305
Worst price20.93
Drawdown as % of equity-0.85%
 ($108)
Includes Typical Broker Commissions trade costs of $1.52
9/10/13 9:31 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 76 85.32 9/11 9:30 87.12 0.09%
Trade id #82915344
Max drawdown($18)
Time9/10/13 10:46
Quant open305
Worst price21.27
Drawdown as % of equity-0.09%
 $135
Includes Typical Broker Commissions trade costs of $1.52
9/3/13 9:31 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 91 92.84 9/5 9:30 90.44 1.23%
Trade id #82814456
Max drawdown($235)
Time9/4/13 13:23
Quant open362
Worst price22.56
Drawdown as % of equity-1.23%
 ($220)
Includes Typical Broker Commissions trade costs of $1.82
8/28/13 9:31 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 67 96.56 8/30 9:30 93.32 1.56%
Trade id #82742226
Max drawdown($300)
Time8/29/13 12:06
Quant open266
Worst price23.01
Drawdown as % of equity-1.56%
 ($218)
Includes Typical Broker Commissions trade costs of $1.34
8/22/13 9:30 FAZ DIREXION DAILY FINANCIAL BEAR LONG 50 124.44 8/26 9:30 120.92 0.9%
Trade id #82656694
Max drawdown($182)
Time8/23/13 9:32
Quant open200
Worst price30.20
Drawdown as % of equity-0.90%
 ($177)
Includes Typical Broker Commissions trade costs of $1.00
11/26/12 9:31 UWM PROSHARES ULTRA RUSSELL2000 LONG 1,445 54.10 8/21/13 9:30 59.21 1.98%
Trade id #77827462
Max drawdown($276)
Time11/28/12 10:05
Quant open360
Worst price40.09
Drawdown as % of equity-1.98%
 $7,358
Includes Typical Broker Commissions trade costs of $28.90
8/16/13 9:31 QID PROSHARES ULTRASHORT QQQ LONG 119 83.92 8/21 9:30 84.00 0.81%
Trade id #82567505
Max drawdown($161)
Time8/19/13 10:55
Quant open475
Worst price20.64
Drawdown as % of equity-0.81%
 $8
Includes Typical Broker Commissions trade costs of $2.38
7/25/13 9:31 QID PROSHARES ULTRASHORT QQQ LONG 120 85.92 7/26 9:30 86.00 0.43%
Trade id #82185251
Max drawdown($91)
Time7/25/13 15:55
Quant open480
Worst price21.29
Drawdown as % of equity-0.43%
 $8
Includes Typical Broker Commissions trade costs of $2.40
5/14/13 9:31 SKF PROSHARES ULTRASHORT FINANCIAL LONG 94 93.76 5/17 9:30 89.56 2.35%
Trade id #80863247
Max drawdown($442)
Time5/16/13 9:56
Quant open375
Worst price22.26
Drawdown as % of equity-2.35%
 ($397)
Includes Typical Broker Commissions trade costs of $1.88
5/9/13 9:31 SKF PROSHARES ULTRASHORT FINANCIAL LONG 91 94.12 5/10 9:30 95.04 0%
Trade id #80780135
Max drawdown$0
Time5/9/13 9:57
Quant open365
Worst price23.53
Drawdown as % of equity0.00%
 $82
Includes Typical Broker Commissions trade costs of $1.82
5/6/13 9:31 SKF PROSHARES ULTRASHORT FINANCIAL LONG 91 97.88 5/8 9:30 98.20 2.65%
Trade id #80701774
Max drawdown($481)
Time5/7/13 9:31
Quant open365
Worst price23.15
Drawdown as % of equity-2.65%
 $27
Includes Typical Broker Commissions trade costs of $1.82
4/2/13 9:30 SKF PROSHARES ULTRASHORT FINANCIAL LONG 80 106.28 4/3 9:30 105.76 0.45%
Trade id #80003223
Max drawdown($76)
Time4/2/13 11:05
Quant open318
Worst price26.33
Drawdown as % of equity-0.45%
 ($44)
Includes Typical Broker Commissions trade costs of $1.60
12/3/12 9:30 SKF PROSHARES ULTRASHORT FINANCIAL LONG 50 144.92 1/3/13 9:30 128.24 6.6%
Trade id #77947084
Max drawdown($966)
Time1/2/13 9:31
Quant open200
Worst price31.40
Drawdown as % of equity-6.60%
 ($835)
Includes Typical Broker Commissions trade costs of $1.00
11/12/12 9:30 UWM PROSHARES ULTRA RUSSELL2000 LONG 360 40.21 11/23 9:30 40.36 9.86%
Trade id #77591085
Max drawdown($1,267)
Time11/16/12 11:29
Quant open360
Worst price36.69
Drawdown as % of equity-9.86%
 $47
Includes Typical Broker Commissions trade costs of $7.20
11/2/12 9:31 UWM PROSHARES ULTRA RUSSELL2000 LONG 360 43.56 11/9 9:30 39.40 10.72%
Trade id #77449100
Max drawdown($1,498)
Time11/9/12 9:30
Quant open0
Worst price39.40
Drawdown as % of equity-10.72%
 ($1,505)
Includes Typical Broker Commissions trade costs of $7.20
11/1/12 9:31 TWM PROSHARES ULTRASHORT RUSSELL20 LONG 144 111.56 11/2 9:31 108.24 3.15%
Trade id #77424935
Max drawdown($488)
Time11/2/12 9:31
Quant open575
Worst price27.04
Drawdown as % of equity-3.15%
 ($481)
Includes Typical Broker Commissions trade costs of $2.88
10/26/12 9:31 UWM PROSHARES ULTRA RUSSELL2000 LONG 360 42.13 11/1 9:31 42.56 2.37%
Trade id #77349459
Max drawdown($367)
Time10/26/12 12:08
Quant open360
Worst price41.11
Drawdown as % of equity-2.37%
 $148
Includes Typical Broker Commissions trade costs of $7.20
10/24/12 9:30 TWM PROSHARES ULTRASHORT RUSSELL20 LONG 125 111.52 10/26 9:31 112.20 0.92%
Trade id #77302599
Max drawdown($145)
Time10/25/12 9:36
Quant open500
Worst price27.59
Drawdown as % of equity-0.92%
 $83
Includes Typical Broker Commissions trade costs of $2.50
10/23/12 9:30 UWM PROSHARES ULTRA RUSSELL2000 LONG 360 41.80 10/24 9:30 42.38 1.74%
Trade id #77281124
Max drawdown($262)
Time10/23/12 10:39
Quant open360
Worst price41.07
Drawdown as % of equity-1.74%
 $202
Includes Typical Broker Commissions trade costs of $7.20
10/22/12 9:32 TWM PROSHARES ULTRASHORT RUSSELL20 LONG 125 111.44 10/23 9:30 113.20 0.45%
Trade id #77256731
Max drawdown($68)
Time10/22/12 10:08
Quant open500
Worst price27.72
Drawdown as % of equity-0.45%
 $218
Includes Typical Broker Commissions trade costs of $2.50
10/16/12 9:30 UWM PROSHARES ULTRA RUSSELL2000 LONG 360 43.82 10/22 9:31 42.30 3.79%
Trade id #77164904
Max drawdown($601)
Time10/19/12 14:30
Quant open360
Worst price42.15
Drawdown as % of equity-3.79%
 ($554)
Includes Typical Broker Commissions trade costs of $7.20
6/25/12 9:30 UWM PROSHARES ULTRA RUSSELL2000 LONG 540 37.87 10/15 9:32 41.78 1.43%
Trade id #74801619
Max drawdown($192)
Time6/26/12 11:11
Quant open360
Worst price36.23
Drawdown as % of equity-1.43%
 $2,100
Includes Typical Broker Commissions trade costs of $10.80
8/7/12 11:00 UWN NEVADA GOLD & CASINOS LONG 180 1.05 8/8 15:44 1.06 0%
Trade id #75849931
Max drawdown($0)
Time8/7/12 11:05
Quant open180
Worst price1.05
Drawdown as % of equity-0.00%
 ($2)
Includes Typical Broker Commissions trade costs of $3.60
6/22/12 9:31 TWM PROSHARES ULTRASHORT RUSSELL20 LONG 98 131.88 6/25 9:30 134.04 1.65%
Trade id #74756198
Max drawdown($218)
Time6/22/12 15:55
Quant open390
Worst price32.41
Drawdown as % of equity-1.65%
 $210
Includes Typical Broker Commissions trade costs of $1.96
6/11/12 9:30 UWM PROSHARES ULTRA RUSSELL2000 LONG 375 38.25 6/22 9:30 37.51 8.64%
Trade id #74439016
Max drawdown($1,098)
Time6/12/12 10:41
Quant open375
Worst price35.32
Drawdown as % of equity-8.64%
 ($286)
Includes Typical Broker Commissions trade costs of $7.50
5/21/12 9:31 UWM PROSHARES ULTRA RUSSELL2000 LONG 375 35.63 6/8 9:30 36.42 5.76%
Trade id #73855607
Max drawdown($742)
Time6/4/12 13:26
Quant open375
Worst price33.65
Drawdown as % of equity-5.76%
 $289
Includes Typical Broker Commissions trade costs of $7.50
5/9/12 9:30 UWM PROSHARES ULTRA RUSSELL2000 LONG 330 38.81 5/18 9:30 36.09 6.71%
Trade id #73500358
Max drawdown($907)
Time5/17/12 16:01
Quant open330
Worst price36.06
Drawdown as % of equity-6.71%
 ($905)
Includes Typical Broker Commissions trade costs of $6.60
5/3/12 9:30 UWM PROSHARES ULTRA RUSSELL2000 LONG 330 42.41 5/4 9:30 40.76 3.77%
Trade id #73303583
Max drawdown($545)
Time5/4/12 9:30
Quant open0
Worst price40.76
Drawdown as % of equity-3.77%
 ($552)
Includes Typical Broker Commissions trade costs of $6.60
Next

Statistics

  • Strategy began
    12/8/2010
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    4883.51
  • Age
    163 months ago
  • What it trades
    Stocks
  • # Trades
    94
  • # Profitable
    50
  • % Profitable
    53.20%
  • Avg trade duration
    11.2 days
  • Max peak-to-valley drawdown
    %
  • drawdown period
    Dec , - Dec ,
  • Annual Return (Compounded)
    23.9%
  • Avg win
    $618.72
  • Avg loss
    $418.50
  • Model Account Values (Raw)
  • Cash
    $22,522
  • Margin Used
    $0
  • Buying Power
    $22,522
  • Ratios
  • W:L ratio
    1.68:1
  • Sharpe Ratio
    0.19
  • Sortino Ratio
    0.28
  • Calmar Ratio
    0.457
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    42.52%
  • Correlation to SP500
    0.13390
  • Return Percent SP500 (cumu) during strategy life
    311.02%
  • Return Statistics
  • Ann Return (w trading costs)
    23.9%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.239%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.71%
  • Instruments
  • Percent Trades Stocks
    1.00%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    6.2%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    72.00%
  • Chance of 20% account loss
    44.50%
  • Chance of 30% account loss
    18.50%
  • Chance of 40% account loss
    10.50%
  • 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
    1.50%
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $619
  • Avg Loss
    $418
  • Sum Trade PL (losers)
    $18,414.000
  • # Winners
    50
  • Num Months Winners
    22
  • Age
  • Num Months filled monthly returns table
    161
  • Win / Loss
  • Sum Trade PL (winners)
    $30,936.000
  • Dividends
  • Dividends Received in Model Acct
    3
  • Win / Loss
  • # Losers
    44
  • % Winners
    53.2%
  • Frequency
  • Avg Position Time (mins)
    16088.50
  • Avg Position Time (hrs)
    268.14
  • Avg Trade Length
    11.2 days
  • Last Trade Ago
    3797
  • Regression
  • Alpha
    0.01
  • Beta
    0.15
  • Treynor Index
    0.08
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.04
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    61.05
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.87
  • Avg(MAE) / Avg(PL) - All trades
    3.168
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    25.74
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:Equity, average, winning trades
    0.03
  • MAE:Equity, average, losing trades
    0.05
  • Avg(MAE) / Avg(PL) - Winning trades
    0.486
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.264
  • Hold-and-Hope Ratio
    0.316
  • 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)
    0.13400
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02800
  • 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)
    34
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

This IWM (Russell 2000) signal should result in trades with an average duration of 5 days for Longs, and 2.5 days for Shorts, i.e., with an average of 6 trades per month. Our objective, unsurprisingly, is to achieve exceptional gains, with moderate drawdowns, and low trading commission costs. Our strategy will be to use UWM and TWM (the 2x ETF versions of IWM) instead of IWM itself, and to avoid margin costs by using only the cash available. Margin will only be used sparingly, and normally only to help achieve round lots.

When there is a divergence between our IWM signal and our DIA, SPY, or XLF signals, then the IWM holding will be cut in half and one of those other equities will be Shorted (if IWM is a BUY) or bought (if IWM is a Short). This should result in an approximately market-neutral situation during choppy (and therefore less predictable) market phases.

This actual performance of this IWM signal has been independently tracked by TimerTrac since 9/4/08, and has resulted in large confirmed gains over that period. If this signal had been used to trade QQQQ, then the gains would have been even greater. Our IWM signal has evolved over this period, however, and the most recent trade history suggests that future actual performance should be even better. Actual performance data since 9/4/08 can be viewed at http://www.schulenberg.com, and additional details about our modeling approach are available there as well.

Based upon 11 years of back-testing results, this signal should be Long (UWM) about 66% of the time, Short (TWM) for about 31% of the time, and in Cash for the remaining 3% of the time. No Stops are used, and it is assumed that all trades are made at the market Open, and using Market Orders. This is a high-performance trading system that is extremely simple to implement; manual trading is quite feasible, saving the fees that would be needed for GEN3 autotrading.

Our back-testing analysis shows that trade accuracies can 'theoretically' be as high as 88%, and that maximum drawdown could be as low as 5.7%. Using the 2x ETFs (UWM, TWM), of course, will double potential gains (as well as doubling the drawdown).

Our market timing algorithms are based upon the calculation of an effective temperature for the stock market. This basic MTI (Market Timing/Temperature Indicator) is obtained by modeling the stock market as though it were a gas -- except that special kinds of stock portfolios (with rather exotic buy/sell rules) are used instead of partitioning gas molecules into groups possessing the same momentum. The calculation of the MTI is thus analogous to determining the temperature of a gas by using the Maxwell-Boltzmann equation. Final models utilize the MTI, but also a wide variety of technical indicators, neural networks, and a proprietary generalization of Japanese Candlesticks. This latter method is fully numeric, and not graphical. It does, however automatically find all candlestick patterns that have reliable predictive power.

One thing is certain: the signals generated by this model will be unique. To the best of our knowledge there are no other algorithms like these in existence -- and the predictive capabilities provide a distinct advantage. But, of course, time will tell...
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2010-12-08
Suggested Minimum Capital
$10,000
# Trades
94
# Profitable
50
% Profitable
53.2%
Net Dividends
$3
Correlation S&P500
0.134
Sharpe Ratio
0.19
Sortino Ratio
0.28
Beta
0.15
Alpha
0.01

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.

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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.