Interlink Trading
(18936213)
Subscription terms. You can subscribe to this system for free.
Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2006  (1.8%)  +30.9%  +15.8%  (12.1%)  +16.4%  (1.2%)  (4.5%)  +3.9%  +5.1%  +1.3%  +59.0%  
2007  +17.9%  +2.7%  +2.3%  (6.2%)  (3.4%)  +16.1%  +20.7%  +43.1%  +0.4%  (2%)  (7.4%)  +29.4%  +165.0% 
2008  +6.1%  +31.0%  (5%)  (4.2%)  (4.7%)  (0.4%)  (4.8%)  +4.6%  +1.6%  (3.6%)  (0.1%)  +5.8%  +23.7% 
2009  (7.9%)  +12.4%  (1.5%)  (1.8%)  +10.0%  (5%)  (5.2%)  (6.3%)  (3.4%)  (7.8%)  +6.7%  (11.4%)  (21.7%) 
2010  +0.5%  (7.4%)  +10.8%  (1.7%)  (6.2%)  (12%)  +59.5%  +25.7%  +17.8%  +21.8%  +1.6%  +25.6%  +207.6% 
2011  +11.4%  +2.8%                      +14.5% 
2012                          0.0 
2013                          0.0 
2014            (0.4%)              (0.4%) 
2015            (23.7%)              (23.7%) 
2016                          0.0 
2017                          0.0 
2018            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.
Started  $9,056  
Buy Power  $112,923  
Cash  $112,923  
Equity  $0  
Cumulative $  $103,867  
Total System Equity  $112,923  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began3/9/2006

Suggested Minimum Cap$9,056

Strategy Age (days)4457.12

Age149 months ago

What it tradesFutures

# Trades773

# Profitable267

% Profitable34.50%

Avg trade duration3.0 days

Max peaktovalley drawdown44.45%

drawdown periodJune 17, 2009  July 06, 2010

Annual Return (Compounded)21.6%

Avg win$1,275

Avg loss$467.83
 Model Account Values (Raw)

Cash$112,923

Margin Used$0

Buying Power$112,923
 Ratios

W:L ratio1.44:1

Sharpe Ratio0.552

Sortino Ratio0.929

Calmar Ratio0.305
 CORRELATION STATISTICS

Correlation to SP5000.04700
 Return Statistics

Ann Return (w trading costs)21.6%

Ann Return (Compnd, No Fees)22.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss100.00%

Chance of 30% account loss100.00%

Chance of 40% account loss100.00%

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$408

Avg Win$1,276

# Winners267

# Losers504

% Winners34.6%
 Frequency

Avg Position Time (mins)4342.52

Avg Position Time (hrs)72.38

Avg Trade Length3.0 days

Last Trade Ago2658
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.20053

SD0.32609

Sharpe ratio (Glass type estimate)0.61494

Sharpe ratio (Hedges UMVUE)0.61144

df132.00000

t2.04724

p0.41229

Lowerbound of 95% confidence interval for Sharpe Ratio0.02043

Upperbound of 95% confidence interval for Sharpe Ratio1.20717

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.01811

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.20477
 Statistics related to Sortino ratio

Sortino ratio1.26180

Upside Potential Ratio2.30309

Upside part of mean0.36601

Downside part of mean0.16548

Upside SD0.28919

Downside SD0.15892

N nonnegative terms33.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations133.00000

Mean of predictor0.04796

Mean of criterion0.20053

SD of predictor0.16388

SD of criterion0.32609

Covariance0.00351

r0.06569

b (slope, estimate of beta)0.13071

a (intercept, estimate of alpha)0.19426

Mean Square Error0.10669

DF error131.00000

t(b)0.75352

p(b)0.45821

t(a)1.97291

p(a)0.39238

Lowerbound of 95% confidence interval for beta0.21246

Upperbound of 95% confidence interval for beta0.47389

Lowerbound of 95% confidence interval for alpha0.00052

Upperbound of 95% confidence interval for alpha0.38904

Treynor index (mean / b)1.53408

Jensen alpha (a)0.19426
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14914

SD0.31500

Sharpe ratio (Glass type estimate)0.47347

Sharpe ratio (Hedges UMVUE)0.47078

df132.00000

t1.57626

p0.43204

Lowerbound of 95% confidence interval for Sharpe Ratio0.11889

Upperbound of 95% confidence interval for Sharpe Ratio1.06409

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.12068

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.06223
 Statistics related to Sortino ratio

Sortino ratio0.78396

Upside Potential Ratio1.73572

Upside part of mean0.33021

Downside part of mean0.18107

Upside SD0.25326

Downside SD0.19025

N nonnegative terms33.00000

N negative terms100.00000
 Statistics related to linear regression on benchmark

N of observations133.00000

Mean of predictor0.03389

Mean of criterion0.14914

SD of predictor0.16960

SD of criterion0.31500

Covariance0.00472

r0.08827

b (slope, estimate of beta)0.16395

a (intercept, estimate of alpha)0.14359

Mean Square Error0.09921

DF error131.00000

t(b)1.01431

p(b)0.44388

t(a)1.51517

p(a)0.41669

Lowerbound of 95% confidence interval for beta0.15581

Upperbound of 95% confidence interval for beta0.48372

Lowerbound of 95% confidence interval for alpha0.04388

Upperbound of 95% confidence interval for alpha0.33106

Treynor index (mean / b)0.90968

Jensen alpha (a)0.14359
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.12815

Expected Shortfall on VaR0.16019
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04022

Expected Shortfall on VaR0.08696
 ORDER STATISTICS
 Quartiles of return rates

Number of observations133.00000

Minimum0.59771

Quartile 11.00000

Median1.00000

Quartile 31.00073

Maximum1.45164

Mean of quarter 10.95288

Mean of quarter 21.00000

Mean of quarter 31.00003

Mean of quarter 41.12526

Inter Quartile Range0.00073

Number outliers low24.00000

Percentage of outliers low0.18045

Mean of outliers low0.93324

Number of outliers high33.00000

Percentage of outliers high0.24812

Mean of outliers high1.12526
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)23.03960

VaR(95%) (moments method)0.00007

Expected Shortfall (moments method)0.00007

Extreme Value Index (regression method)0.20090

VaR(95%) (regression method)0.04088

Expected Shortfall (regression method)0.08508
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.06039

Quartile 10.08853

Median0.16594

Quartile 30.25849

Maximum0.40229

Mean of quarter 10.07001

Mean of quarter 20.11528

Mean of quarter 30.21660

Mean of quarter 40.33737

Inter Quartile Range0.16995

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)0.55181

Compounded annual return (geometric extrapolation)0.19369

Calmar ratio (compounded annual return / max draw down)0.48148

Compounded annual return / average of 25% largest draw downs0.57413

Compounded annual return / Expected Shortfall lognormal1.20914

0.00000

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

Mean0.39017

SD0.70611

Sharpe ratio (Glass type estimate)0.55256

Sharpe ratio (Hedges UMVUE)0.55242

df2924.00000

t1.84625

p0.03248

Lowerbound of 95% confidence interval for Sharpe Ratio0.03425

Upperbound of 95% confidence interval for Sharpe Ratio1.13928

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.03434

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.13918
 Statistics related to Sortino ratio

Sortino ratio0.92946

Upside Potential Ratio4.17774

Upside part of mean1.75372

Downside part of mean1.36356

Upside SD0.56814

Downside SD0.41978

N nonnegative terms547.00000

N negative terms2378.00000
 Statistics related to linear regression on benchmark

N of observations2925.00000

Mean of predictor0.10984

Mean of criterion0.39017

SD of predictor0.39945

SD of criterion0.70611

Covariance0.03264

r0.11572

b (slope, estimate of beta)0.20455

a (intercept, estimate of alpha)0.41300

Mean Square Error0.49208

DF error2923.00000

t(b)6.29847

p(b)1.00000

t(a)1.96515

p(a)0.02475

Lowerbound of 95% confidence interval for beta0.26823

Upperbound of 95% confidence interval for beta0.14087

Lowerbound of 95% confidence interval for alpha0.00092

Upperbound of 95% confidence interval for alpha0.82435

Treynor index (mean / b)1.90743

Jensen alpha (a)0.41263
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14786

SD0.69925

Sharpe ratio (Glass type estimate)0.21146

Sharpe ratio (Hedges UMVUE)0.21141

df2924.00000

t0.70655

p0.23995

Lowerbound of 95% confidence interval for Sharpe Ratio0.37516

Upperbound of 95% confidence interval for Sharpe Ratio0.79808

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.37521

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79802
 Statistics related to Sortino ratio

Sortino ratio0.29465

Upside Potential Ratio3.23308

Upside part of mean1.62247

Downside part of mean1.47461

Upside SD0.48685

Downside SD0.50184

N nonnegative terms547.00000

N negative terms2378.00000
 Statistics related to linear regression on benchmark

N of observations2925.00000

Mean of predictor0.03091

Mean of criterion0.14786

SD of predictor0.39717

SD of criterion0.69925

Covariance0.02971

r0.10698

b (slope, estimate of beta)0.18836

a (intercept, estimate of alpha)0.15369

Mean Square Error0.48352

DF error2923.00000

t(b)5.81752

p(b)1.00000

t(a)0.73847

p(a)0.23014

Lowerbound of 95% confidence interval for beta0.25184

Upperbound of 95% confidence interval for beta0.12487

Lowerbound of 95% confidence interval for alpha0.25438

Upperbound of 95% confidence interval for alpha0.56175

Treynor index (mean / b)0.78502

Jensen alpha (a)0.15369
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06807

Expected Shortfall on VaR0.08462
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01587

Expected Shortfall on VaR0.03566
 ORDER STATISTICS
 Quartiles of return rates

Number of observations2925.00000

Minimum0.45781

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.58850

Mean of quarter 10.97955

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.02686

Inter Quartile Range0.00000

Number outliers low589.00000

Percentage of outliers low0.20137

Mean of outliers low0.97458

Number of outliers high572.00000

Percentage of outliers high0.19556

Mean of outliers high1.03433
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.79403

VaR(95%) (moments method)0.00650

Expected Shortfall (moments method)0.03979

Extreme Value Index (regression method)0.53250

VaR(95%) (regression method)0.01518

Expected Shortfall (regression method)0.04765
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations49.00000

Minimum0.00263

Quartile 10.01570

Median0.05393

Quartile 30.13485

Maximum0.63091

Mean of quarter 10.00724

Mean of quarter 20.03436

Mean of quarter 30.08876

Mean of quarter 40.30141

Inter Quartile Range0.11915

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high5.00000

Percentage of outliers high0.10204

Mean of outliers high0.41185
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.35948

VaR(95%) (moments method)0.29500

Expected Shortfall (moments method)0.34997

Extreme Value Index (regression method)0.31920

VaR(95%) (regression method)0.35074

Expected Shortfall (regression method)0.42617
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.54782

Compounded annual return (geometric extrapolation)0.19217

Calmar ratio (compounded annual return / max draw down)0.30458

Compounded annual return / average of 25% largest draw downs0.63755

Compounded annual return / Expected Shortfall lognormal2.27091

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)0.00000

Sharpe ratio (Hedges UMVUE)0.00000

df0.00000

t0.00000

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.25576

Mean of criterion0.02791

SD of predictor0.12873

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00000

Mean Square Error0.00000

DF error0.00000

t(b)0.00000

p(b)0.00000

t(a)0.00000

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.00000

Upperbound of 95% confidence interval for alpha0.00000

Treynor index (mean / b)0.00000

Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)9748420000000000.00000

Sharpe ratio (Hedges UMVUE)9692070000000000.00000

df130.00000

t6893170000000000.00000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation10870200000000000.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8513980000000000.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.24734

Mean of criterion0.02791

SD of predictor0.12936

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.02791

Mean Square Error0.00000

DF error129.00000

t(b)0.00000

p(b)0.50000

t(a)6818840000000000.00000

p(a)1.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.02791

Upperbound of 95% confidence interval for alpha0.02791

Treynor index (mean / b)44800099999999995022051769319424.00000

Jensen alpha (a)0.02791
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00011

Expected Shortfall on VaR0.00011
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00000

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00000

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 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)0.00000

Compounded annual return (geometric extrapolation)0.00000

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 lognormal0.00000
Strategy Description
The timing model consists of four areas of concentration. Price patterns,tech
studies, moving averages and support/resistance levels.
It's best described as a intermediate term swing program.
The diversification allows the manager to observe how different markets are
interacting with one another, to take advantage of lagging or leading markets.
The liquidation model allows for profit to accumulate should the market develop a strong trend. Obviously,each market situation is unique unto itself and cannot be predetermined.
But every opportunity is advanced to allow the market to work in your favor.
To summarize, this program is an extremely disciplined approach, but yet not allowing
"trader intuition" to be totally discounted, and allows for the flexibility of putting
funds where the most positive fundamentals can support the most positive technical outlook.
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
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.