ETF Timer (30415311)
Subscriptions not available
No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.
Subscription terms. There is a free trial period of 7 days. After that, subscriptions cost $67.00 per month.
Try AutoTrade for free. We'll give you $100,000 in a Simulated Broker Account to AutoTrade ETF Timer.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2008  (0.5%)  +4.4%  +5.8%  +4.4%  +17.1%  +2.3%  +0.1%  +0.4%  +15.6%  +2.2%  +8.0%  +1.0%  +78.2% 
2009  +7.1%  +0.9%  +12.5%  +15.8%  +4.1%  +2.1%  (2.9%)  +3.1%  +6.1%  (3%)  +8.7%  +4.6%  +75.1% 
2010  (2.1%)  +3.8%  +10.0%    +8.4%  (1.1%)  (4.9%)  (0.4%)  (2.7%)  (3.1%)  +0.3%  (1.1%)  +6.2% 
2011  (2%)  (4.1%)  +0.6%  +0.9%  (3.8%)  (2.1%)  +0.1%  (4.2%)  (6.1%)  (1.1%)  (7.2%)  (1.3%)  (26.7%) 
2012  +9.8%  +0.4%  (2%)  +2.2%  +3.4%  +0.6%  +0.7%  +4.0%  +1.6%  (4.9%)  +3.4%  (0.3%)  +19.6% 
2013  +2.7%  +1.3%  +1.2%  (2.5%)  (3.6%)  +6.3%  (3.9%)  +1.1%  (4.1%)  +3.2%  (5.3%)  (4.8%)  (8.7%) 
2014  +2.9%  +3.0%  +4.7%  +4.5%  (2.3%)  (3.5%)  (0.5%)  (7.1%)  +0.7%  +5.6%  (3.6%)  +4.2%  +7.9% 
2015  (2%)  +11.6%  (4.1%)  +2.9%  +3.6%  (4.2%)  +7.2%  (11.6%)  (4.1%)  +18.2%  +1.0%  (4.2%)  +11.1% 
2016  (8.8%)  (2.3%)  +20.1%  +0.6%  +3.8%  (3.7%)  +8.9%  +1.2%  +0.9%  (0.8%)  +5.2%    +24.8% 
2017  +3.6%  +2.5%  +1.1%  +1.2%  +1.1%  +1.8%  +11.9% 
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  $50,000  
Buy Power  $90,978  
Cash  $1  
Equity  $1  
Cumulative $  $183,095  
Includes dividends and cashsettled expirations:  $1,790  Itemized 
Total System Equity  $233,095  
Margined  $1  
Open P/L  $74,469  
Data has been delayed by 96 hours for nonsubscribers 
System developer has asked us to delay this information by 96 hours.
Trading Record
Statistics

Strategy began1/31/2008

Starting Unit Size$5,000

Strategy Age (days)3430.96

Age114 months ago

What it tradesStocks

# Trades70

# Profitable46

% Profitable65.70%

Avg trade duration92.1 days

Max peaktovalley drawdown43.48%

drawdown periodJune 18, 2010  Nov 26, 2011

Annual Return (Compounded)17.2%

Avg win$5,207

Avg loss$5,387
 Model Account Values (Raw)

Cash$69,243

Margin Used$0

Buying Power$90,978
 Ratios

W:L ratio1.88:1

Sharpe Ratio0.326

Sortino Ratio0.45

Calmar Ratio0.058
 CORRELATION STATISTICS

Correlation to SP5000.15600
 Return Statistics

Ann Return (w trading costs)17.2%

Ann Return (Compnd, No Fees)17.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss38.50%

Chance of 20% account loss16.00%

Chance of 30% account loss5.00%

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)733

Popularity (Last 6 weeks)959

C2 Score97.5
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days7
 Win / Loss

Avg Loss$5,387

Avg Win$6,758

# Winners46

# Losers24

% Winners65.7%
 Frequency

Avg Position Time (mins)132634.00

Avg Position Time (hrs)2210.57

Avg Trade Length92.1 days

Last Trade Ago1
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.08304

SD0.29830

Sharpe ratio (Glass type estimate)0.27837

Sharpe ratio (Hedges UMVUE)0.27643

df108.00000

t0.83897

p0.45977

Lowerbound of 95% confidence interval for Sharpe Ratio0.37363

Upperbound of 95% confidence interval for Sharpe Ratio0.92912

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.37493

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.92779
 Statistics related to Sortino ratio

Sortino ratio0.33557

Upside Potential Ratio1.27332

Upside part of mean0.31509

Downside part of mean0.23205

Upside SD0.16586

Downside SD0.24745

N nonnegative terms60.00000

N negative terms49.00000
 Statistics related to linear regression on benchmark

N of observations109.00000

Mean of predictor0.05968

Mean of criterion0.08304

SD of predictor0.20009

SD of criterion0.29830

Covariance0.00449

r0.07517

b (slope, estimate of beta)0.11207

a (intercept, estimate of alpha)0.07635

Mean Square Error0.08931

DF error107.00000

t(b)0.77979

p(b)0.45219

t(a)0.76713

p(a)0.45296

Lowerbound of 95% confidence interval for beta0.17283

Upperbound of 95% confidence interval for beta0.39696

Lowerbound of 95% confidence interval for alpha0.12095

Upperbound of 95% confidence interval for alpha0.27365

Treynor index (mean / b)0.74097

Jensen alpha (a)0.07635
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.01236

SD0.43322

Sharpe ratio (Glass type estimate)0.02852

Sharpe ratio (Hedges UMVUE)0.02832

df108.00000

t0.08596

p0.49587

Lowerbound of 95% confidence interval for Sharpe Ratio0.62187

Upperbound of 95% confidence interval for Sharpe Ratio0.67879

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.62201

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.67865
 Statistics related to Sortino ratio

Sortino ratio0.03075

Upside Potential Ratio0.75070

Upside part of mean0.30163

Downside part of mean0.28928

Upside SD0.15661

Downside SD0.40180

N nonnegative terms60.00000

N negative terms49.00000
 Statistics related to linear regression on benchmark

N of observations109.00000

Mean of predictor0.03931

Mean of criterion0.01236

SD of predictor0.20300

SD of criterion0.43322

Covariance0.00235

r0.02671

b (slope, estimate of beta)0.05701

a (intercept, estimate of alpha)0.01011

Mean Square Error0.18930

DF error107.00000

t(b)0.27644

p(b)0.48300

t(a)0.06995

p(a)0.49569

Lowerbound of 95% confidence interval for beta0.35182

Upperbound of 95% confidence interval for beta0.46584

Lowerbound of 95% confidence interval for alpha0.27652

Upperbound of 95% confidence interval for alpha0.29675

Treynor index (mean / b)0.21672

Jensen alpha (a)0.01011
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.18509

Expected Shortfall on VaR0.22576
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.03963

Expected Shortfall on VaR0.09279
 ORDER STATISTICS
 Quartiles of return rates

Number of observations109.00000

Minimum0.30899

Quartile 10.98033

Median1.00695

Quartile 31.04198

Maximum1.20142

Mean of quarter 10.93488

Mean of quarter 20.99484

Mean of quarter 31.02294

Mean of quarter 41.08709

Inter Quartile Range0.06165

Number outliers low3.00000

Percentage of outliers low0.02752

Mean of outliers low0.68912

Number of outliers high2.00000

Percentage of outliers high0.01835

Mean of outliers high1.19124
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.72542

VaR(95%) (moments method)0.06400

Expected Shortfall (moments method)0.23455

Extreme Value Index (regression method)0.89171

VaR(95%) (regression method)0.04656

Expected Shortfall (regression method)0.33570
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.01019

Quartile 10.01751

Median0.18103

Quartile 30.42933

Maximum0.69101

Mean of quarter 10.01019

Mean of quarter 20.01995

Mean of quarter 30.34211

Mean of quarter 40.69101

Inter Quartile Range0.41182

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)0.04861

Compounded annual return (geometric extrapolation)0.04108

Calmar ratio (compounded annual return / max draw down)0.05946

Compounded annual return / average of 25% largest draw downs0.05946

Compounded annual return / Expected Shortfall lognormal0.18198

0.00000

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

Mean0.16796

SD0.51510

Sharpe ratio (Glass type estimate)0.32608

Sharpe ratio (Hedges UMVUE)0.32597

df2383.00000

t0.98361

p0.16270

Lowerbound of 95% confidence interval for Sharpe Ratio0.32377

Upperbound of 95% confidence interval for Sharpe Ratio0.97586

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.32384

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.97579
 Statistics related to Sortino ratio

Sortino ratio0.45033

Upside Potential Ratio4.28287

Upside part of mean1.59742

Downside part of mean1.42946

Upside SD0.35526

Downside SD0.37298

N nonnegative terms1133.00000

N negative terms1251.00000
 Statistics related to linear regression on benchmark

N of observations2384.00000

Mean of predictor0.12543

Mean of criterion0.16796

SD of predictor0.41780

SD of criterion0.51510

Covariance0.06697

r0.31121

b (slope, estimate of beta)0.38368

a (intercept, estimate of alpha)0.21600

Mean Square Error0.23973

DF error2382.00000

t(b)15.98220

p(b)1.00000

t(a)1.33104

p(a)0.09165

Lowerbound of 95% confidence interval for beta0.43076

Upperbound of 95% confidence interval for beta0.33660

Lowerbound of 95% confidence interval for alpha0.10226

Upperbound of 95% confidence interval for alpha0.53443

Treynor index (mean / b)0.43777

Jensen alpha (a)0.21609
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.01184

SD0.59500

Sharpe ratio (Glass type estimate)0.01990

Sharpe ratio (Hedges UMVUE)0.01989

df2383.00000

t0.06002

p0.47607

Lowerbound of 95% confidence interval for Sharpe Ratio0.62985

Upperbound of 95% confidence interval for Sharpe Ratio0.66965

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.62986

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.66964
 Statistics related to Sortino ratio

Sortino ratio0.02380

Upside Potential Ratio3.09802

Upside part of mean1.54097

Downside part of mean1.52913

Upside SD0.32628

Downside SD0.49740

N nonnegative terms1133.00000

N negative terms1251.00000
 Statistics related to linear regression on benchmark

N of observations2384.00000

Mean of predictor0.03852

Mean of criterion0.01184

SD of predictor0.41823

SD of criterion0.59500

Covariance0.06844

r0.27503

b (slope, estimate of beta)0.39128

a (intercept, estimate of alpha)0.02691

Mean Square Error0.32738

DF error2382.00000

t(b)13.96150

p(b)1.00000

t(a)0.14188

p(a)0.44359

Lowerbound of 95% confidence interval for beta0.44623

Upperbound of 95% confidence interval for beta0.33632

Lowerbound of 95% confidence interval for alpha0.34505

Upperbound of 95% confidence interval for alpha0.39887

Treynor index (mean / b)0.03026

Jensen alpha (a)0.02691
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05863

Expected Shortfall on VaR0.07289
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01242

Expected Shortfall on VaR0.02890
 ORDER STATISTICS
 Quartiles of return rates

Number of observations2384.00000

Minimum0.31784

Quartile 10.99647

Median1.00000

Quartile 31.00513

Maximum1.36094

Mean of quarter 10.97962

Mean of quarter 20.99878

Mean of quarter 31.00200

Mean of quarter 41.02260

Inter Quartile Range0.00866

Number outliers low161.00000

Percentage of outliers low0.06753

Mean of outliers low0.94586

Number of outliers high167.00000

Percentage of outliers high0.07005

Mean of outliers high1.05487
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.84751

VaR(95%) (moments method)0.01764

Expected Shortfall (moments method)0.12299

Extreme Value Index (regression method)0.63149

VaR(95%) (regression method)0.01413

Expected Shortfall (regression method)0.04258
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations27.00000

Minimum0.00064

Quartile 10.00552

Median0.00933

Quartile 30.02349

Maximum0.69663

Mean of quarter 10.00290

Mean of quarter 20.00667

Mean of quarter 30.01533

Mean of quarter 40.20925

Inter Quartile Range0.01797

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.11111

Mean of outliers high0.44028
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.24118

VaR(95%) (moments method)0.19719

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.50159

VaR(95%) (regression method)0.24954

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.04788

Compounded annual return (geometric extrapolation)0.04055

Calmar ratio (compounded annual return / max draw down)0.05820

Compounded annual return / average of 25% largest draw downs0.19377

Compounded annual return / Expected Shortfall lognormal0.55626

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

Mean0.16769

SD0.07508

Sharpe ratio (Glass type estimate)2.23344

Sharpe ratio (Hedges UMVUE)2.22053

df130.00000

t1.57928

p0.43140

Lowerbound of 95% confidence interval for Sharpe Ratio0.55575

Upperbound of 95% confidence interval for Sharpe Ratio5.01427

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.56438

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.00545
 Statistics related to Sortino ratio

Sortino ratio3.45902

Upside Potential Ratio10.88470

Upside part of mean0.52767

Downside part of mean0.35998

Upside SD0.05789

Downside SD0.04848

N nonnegative terms76.00000

N negative terms55.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.12574

Mean of criterion0.16769

SD of predictor0.06823

SD of criterion0.07508

Covariance0.00357

r0.69635

b (slope, estimate of beta)0.76621

a (intercept, estimate of alpha)0.07134

Mean Square Error0.00293

DF error129.00000

t(b)11.02000

p(b)0.09572

t(a)0.92656

p(a)0.44829

Lowerbound of 95% confidence interval for beta0.62864

Upperbound of 95% confidence interval for beta0.90377

Lowerbound of 95% confidence interval for alpha0.08100

Upperbound of 95% confidence interval for alpha0.22368

Treynor index (mean / b)0.21885

Jensen alpha (a)0.07134
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16482

SD0.07504

Sharpe ratio (Glass type estimate)2.19631

Sharpe ratio (Hedges UMVUE)2.18362

df130.00000

t1.55303

p0.43252

Lowerbound of 95% confidence interval for Sharpe Ratio0.59244

Upperbound of 95% confidence interval for Sharpe Ratio4.97682

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.60087

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.96810
 Statistics related to Sortino ratio

Sortino ratio3.38447

Upside Potential Ratio10.79990

Upside part of mean0.52594

Downside part of mean0.36112

Upside SD0.05763

Downside SD0.04870

N nonnegative terms76.00000

N negative terms55.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.12339

Mean of criterion0.16482

SD of predictor0.06825

SD of criterion0.07504

Covariance0.00357

r0.69629

b (slope, estimate of beta)0.76565

a (intercept, estimate of alpha)0.07035

Mean Square Error0.00292

DF error129.00000

t(b)11.01800

p(b)0.09575

t(a)0.91422

p(a)0.44898

Lowerbound of 95% confidence interval for beta0.62816

Upperbound of 95% confidence interval for beta0.90315

Lowerbound of 95% confidence interval for alpha0.08190

Upperbound of 95% confidence interval for alpha0.22259

Treynor index (mean / b)0.21527

Jensen alpha (a)0.07035
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00697

Expected Shortfall on VaR0.00889
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00280

Expected Shortfall on VaR0.00580
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98416

Quartile 10.99837

Median1.00095

Quartile 31.00312

Maximum1.01699

Mean of quarter 10.99515

Mean of quarter 20.99975

Mean of quarter 31.00173

Mean of quarter 41.00638

Inter Quartile Range0.00475

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.98886

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.01277
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.27681

VaR(95%) (moments method)0.00465

Expected Shortfall (moments method)0.00788

Extreme Value Index (regression method)0.03410

VaR(95%) (regression method)0.00423

Expected Shortfall (regression method)0.00573
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00219

Quartile 10.00471

Median0.00595

Quartile 30.00959

Maximum0.02869

Mean of quarter 10.00281

Mean of quarter 20.00565

Mean of quarter 30.00790

Mean of quarter 40.01918

Inter Quartile Range0.00488

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.13333

Mean of outliers high0.02681
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.16373

VaR(95%) (moments method)0.02109

Expected Shortfall (moments method)0.02258

Extreme Value Index (regression method)1.03417

VaR(95%) (regression method)0.02667

Expected Shortfall (regression method)0.02865
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.20232

Compounded annual return (geometric extrapolation)0.21255

Calmar ratio (compounded annual return / max draw down)7.40904

Compounded annual return / average of 25% largest draw downs11.08280

Compounded annual return / Expected Shortfall lognormal23.90140
Strategy Description
ETF Timer is a markettiming trading system in which I utilize my proprietary technical indicators for price and volume. For this system, I trade various single and double leveraged Exchange Traded Products.Prior to October 2015, the only ETFs traded were QID and QLD. However, in order to better diversify its holdings and reduce potential drawdowns, ETF Timer now trades a number of diversified Exchange Traded Products.
All trade signals are now issued either prior to the opening of the market or approximately 30 minutes prior to the market close. Also, since there is no intraday trading it is easy to manually trade ETF Timer.
DISCLAIMER: PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS.
Summary Statistics
Latest Subscribers
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.