PIPALERT
(44397706)
Subscription terms. Subscriptions to this system cost $65.00 per month.
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  

2009  +17.8%  +8.4%  +27.8%  
2010  +18.9%  +9.9%  (7.6%)  +31.0%  +10.1%  +5.4%  (31.4%)  +8.2%  +2.4%  +1.9%    +2.4%  +45.7% 
2011  +10.5%  +0.7%  +10.5%  +3.9%  +6.5%  +17.3%  +6.9%  +5.3%  +10.3%  +4.5%  +3.0%  +1.6%  +116.6% 
2012  +3.2%  +5.6%  +2.9%  +2.9%  (22.9%)  (1.7%)  (34.2%)  +54.2%  +0.5%  +9.3%  +0.6%  +2.4%  +0.3% 
2013  (38.4%)  +72.2%  +6.0%  +2.3%  +3.9%  +2.2%  +6.8%  (9%)  +14.4%  (0.3%)  +2.5%  (4.4%)  +32.7% 
2014  +6.3%  +1.9%    +1.4%  +0.2%  +2.9%  (4.2%)  (4.5%)  (9.4%)  (1.7%)  (1.4%)  (5.9%)  (14.5%) 
2015  (19.3%)  (2.4%)  (11.7%)  +13.7%  (8.4%)  +5.7%  (3.2%)  +5.8%  +2.2%  (7.1%)  (12.1%)  +9.1%  (28.5%) 
2016  +0.4%  +0.2%  +13.1%  +3.5%  (6.7%)  +4.4%  +7.3%  (0.5%)  +2.0%  (6.5%)  (9.4%)  (5.9%)  (0.6%) 
2017  +11.9%  (6.4%)  +5.7%  +4.0%  +8.5%  +2.0%  +13.1%  +1.2%  (2%)  (3.1%)  +5.9%  +2.9%  +51.1% 
2018  +7.3%  (2%)    (3%)  +2.0% 
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  $100,000  
Buy Power  $531,613  
Cash  $1  
Equity  $1  
Cumulative $  $468,107  
Total System Equity  $568,107  
Margined  $1  
Open P/L  ($126,700)  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began11/1/2009

Suggested Minimum Cap$100,000

Strategy Age (days)3096.88

Age103 months ago

What it tradesForex

# Trades498

# Profitable483

% Profitable97.00%

Avg trade duration4.0 days

Max peaktovalley drawdown71.55%

drawdown periodMay 07, 2012  July 24, 2012

Annual Return (Compounded)20.9%

Avg win$1,842

Avg loss$28,113
 Model Account Values (Raw)

Cash$715,627

Margin Used$36,493

Buying Power$531,613
 Ratios

W:L ratio2.11:1

Sharpe Ratio0.58

Sortino Ratio0.944

Calmar Ratio0.362
 CORRELATION STATISTICS

Correlation to SP5000.05300
 Return Statistics

Ann Return (w trading costs)20.9%

Ann Return (Compnd, No Fees)22.7%
 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 loss100.00%
 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$28,116

Avg Win$1,827

# Winners482

# Losers15

% Winners97.0%
 Frequency

Avg Position Time (mins)5712.63

Avg Position Time (hrs)95.21

Avg Trade Length4.0 days

Last Trade Ago664
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.30750

SD0.52018

Sharpe ratio (Glass type estimate)0.59115

Sharpe ratio (Hedges UMVUE)0.58537

df77.00000

t1.50713

p0.06793

Lowerbound of 95% confidence interval for Sharpe Ratio0.18512

Upperbound of 95% confidence interval for Sharpe Ratio1.36365

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18893

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.35967
 Statistics related to Sortino ratio

Sortino ratio1.01816

Upside Potential Ratio2.22016

Upside part of mean0.67053

Downside part of mean0.36303

Upside SD0.42870

Downside SD0.30202

N nonnegative terms51.00000

N negative terms27.00000
 Statistics related to linear regression on benchmark

N of observations78.00000

Mean of predictor0.12431

Mean of criterion0.30750

SD of predictor0.13740

SD of criterion0.52018

Covariance0.00595

r0.08324

b (slope, estimate of beta)0.31513

a (intercept, estimate of alpha)0.34668

Mean Square Error0.27225

DF error76.00000

t(b)0.72819

p(b)0.76563

t(a)1.63828

p(a)0.05275

Lowerbound of 95% confidence interval for beta1.17703

Upperbound of 95% confidence interval for beta0.54678

Lowerbound of 95% confidence interval for alpha0.07478

Upperbound of 95% confidence interval for alpha0.76814

Treynor index (mean / b)0.97581

Jensen alpha (a)0.34668
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17570

SD0.51733

Sharpe ratio (Glass type estimate)0.33963

Sharpe ratio (Hedges UMVUE)0.33631

df77.00000

t0.86589

p0.19462

Lowerbound of 95% confidence interval for Sharpe Ratio0.43209

Upperbound of 95% confidence interval for Sharpe Ratio1.10917

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43428

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.10691
 Statistics related to Sortino ratio

Sortino ratio0.45982

Upside Potential Ratio1.57011

Upside part of mean0.59995

Downside part of mean0.42425

Upside SD0.34751

Downside SD0.38211

N nonnegative terms51.00000

N negative terms27.00000
 Statistics related to linear regression on benchmark

N of observations78.00000

Mean of predictor0.11413

Mean of criterion0.17570

SD of predictor0.13763

SD of criterion0.51733

Covariance0.00880

r0.12362

b (slope, estimate of beta)0.46469

a (intercept, estimate of alpha)0.22874

Mean Square Error0.26701

DF error76.00000

t(b)1.08605

p(b)0.85955

t(a)1.09718

p(a)0.13801

Lowerbound of 95% confidence interval for beta1.31688

Upperbound of 95% confidence interval for beta0.38749

Lowerbound of 95% confidence interval for alpha0.18648

Upperbound of 95% confidence interval for alpha0.64396

Treynor index (mean / b)0.37810

Jensen alpha (a)0.22874
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.20626

Expected Shortfall on VaR0.25316
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05199

Expected Shortfall on VaR0.12172
 ORDER STATISTICS
 Quartiles of return rates

Number of observations78.00000

Minimum0.52568

Quartile 10.99543

Median1.02511

Quartile 31.05681

Maximum1.79494

Mean of quarter 10.88547

Mean of quarter 21.01078

Mean of quarter 31.04500

Mean of quarter 41.17056

Inter Quartile Range0.06138

Number outliers low7.00000

Percentage of outliers low0.08974

Mean of outliers low0.75789

Number of outliers high5.00000

Percentage of outliers high0.06410

Mean of outliers high1.39690
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.25949

VaR(95%) (moments method)0.02685

Expected Shortfall (moments method)0.03573

Extreme Value Index (regression method)0.52925

VaR(95%) (regression method)0.08616

Expected Shortfall (regression method)0.24464
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00345

Quartile 10.03594

Median0.12818

Quartile 30.42733

Maximum0.59171

Mean of quarter 10.01712

Mean of quarter 20.04375

Mean of quarter 30.30909

Mean of quarter 40.53302

Inter Quartile Range0.39139

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)0.42406

Compounded annual return (geometric extrapolation)0.22582

Calmar ratio (compounded annual return / max draw down)0.38163

Compounded annual return / average of 25% largest draw downs0.42366

Compounded annual return / Expected Shortfall lognormal0.89199

0.00000

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

Mean0.35478

SD0.61093

Sharpe ratio (Glass type estimate)0.58073

Sharpe ratio (Hedges UMVUE)0.58047

df1702.00000

t1.48057

p0.48207

Lowerbound of 95% confidence interval for Sharpe Ratio0.18836

Upperbound of 95% confidence interval for Sharpe Ratio1.34966

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18854

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.34948
 Statistics related to Sortino ratio

Sortino ratio0.94419

Upside Potential Ratio5.53535

Upside part of mean2.07992

Downside part of mean1.72514

Upside SD0.48198

Downside SD0.37575

N nonnegative terms791.00000

N negative terms912.00000
 Statistics related to linear regression on benchmark

N of observations1703.00000

Mean of predictor0.13302

Mean of criterion0.35478

SD of predictor0.19385

SD of criterion0.61093

Covariance0.01505

r0.12705

b (slope, estimate of beta)0.40039

a (intercept, estimate of alpha)0.40800

Mean Square Error0.36742

DF error1701.00000

t(b)5.28269

p(b)0.58066

t(a)1.71470

p(a)0.47356

Lowerbound of 95% confidence interval for beta0.54905

Upperbound of 95% confidence interval for beta0.25174

Lowerbound of 95% confidence interval for alpha0.05870

Upperbound of 95% confidence interval for alpha0.87478

Treynor index (mean / b)0.88608

Jensen alpha (a)0.40804
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17570

SD0.59793

Sharpe ratio (Glass type estimate)0.29385

Sharpe ratio (Hedges UMVUE)0.29372

df1702.00000

t0.74917

p0.49092

Lowerbound of 95% confidence interval for Sharpe Ratio0.47501

Upperbound of 95% confidence interval for Sharpe Ratio1.06264

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47510

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.06254
 Statistics related to Sortino ratio

Sortino ratio0.41098

Upside Potential Ratio4.64116

Upside part of mean1.98416

Downside part of mean1.80846

Upside SD0.41792

Downside SD0.42751

N nonnegative terms791.00000

N negative terms912.00000
 Statistics related to linear regression on benchmark

N of observations1703.00000

Mean of predictor0.11413

Mean of criterion0.17570

SD of predictor0.19442

SD of criterion0.59793

Covariance0.01399

r0.12033

b (slope, estimate of beta)0.37005

a (intercept, estimate of alpha)0.21793

Mean Square Error0.35255

DF error1701.00000

t(b)4.99904

p(b)0.57642

t(a)0.93517

p(a)0.48557

Lowerbound of 95% confidence interval for beta0.51524

Upperbound of 95% confidence interval for beta0.22486

Lowerbound of 95% confidence interval for alpha0.23915

Upperbound of 95% confidence interval for alpha0.67502

Treynor index (mean / b)0.47480

Jensen alpha (a)0.21793
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05832

Expected Shortfall on VaR0.07266
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01530

Expected Shortfall on VaR0.03473
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1703.00000

Minimum0.57286

Quartile 10.99650

Median1.00000

Quartile 31.00562

Maximum1.74695

Mean of quarter 10.97457

Mean of quarter 20.99934

Mean of quarter 31.00207

Mean of quarter 41.02987

Inter Quartile Range0.00911

Number outliers low171.00000

Percentage of outliers low0.10041

Mean of outliers low0.94891

Number of outliers high168.00000

Percentage of outliers high0.09865

Mean of outliers high1.05962
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.86091

VaR(95%) (moments method)0.02093

Expected Shortfall (moments method)0.16478

Extreme Value Index (regression method)0.54620

VaR(95%) (regression method)0.01995

Expected Shortfall (regression method)0.05377
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations76.00000

Minimum0.00011

Quartile 10.00255

Median0.00676

Quartile 30.03145

Maximum0.62393

Mean of quarter 10.00099

Mean of quarter 20.00409

Mean of quarter 30.01465

Mean of quarter 40.20920

Inter Quartile Range0.02890

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high12.00000

Percentage of outliers high0.15790

Mean of outliers high0.30178
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.67824

VaR(95%) (moments method)0.17051

Expected Shortfall (moments method)0.61425

Extreme Value Index (regression method)0.17919

VaR(95%) (regression method)0.21277

Expected Shortfall (regression method)0.37027
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.42406

Compounded annual return (geometric extrapolation)0.22582

Calmar ratio (compounded annual return / max draw down)0.36193

Compounded annual return / average of 25% largest draw downs1.07945

Compounded annual return / Expected Shortfall lognormal3.10796

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

Mean0.80334

SD0.26449

Sharpe ratio (Glass type estimate)3.03733

Sharpe ratio (Hedges UMVUE)3.01977

df130.00000

t2.14771

p0.40744

Lowerbound of 95% confidence interval for Sharpe Ratio0.23544

Upperbound of 95% confidence interval for Sharpe Ratio5.82789

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.22377

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.81577
 Statistics related to Sortino ratio

Sortino ratio6.27324

Upside Potential Ratio14.45740

Upside part of mean1.85140

Downside part of mean1.04805

Upside SD0.23555

Downside SD0.12806

N nonnegative terms68.00000

N negative terms63.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.35541

Mean of criterion0.80334

SD of predictor0.16448

SD of criterion0.26449

Covariance0.00391

r0.08995

b (slope, estimate of beta)0.14464

a (intercept, estimate of alpha)0.75194

Mean Square Error0.06993

DF error129.00000

t(b)1.02577

p(b)0.44282

t(a)1.99287

p(a)0.39053

Lowerbound of 95% confidence interval for beta0.13434

Upperbound of 95% confidence interval for beta0.42363

Lowerbound of 95% confidence interval for alpha0.00541

Upperbound of 95% confidence interval for alpha1.49846

Treynor index (mean / b)5.55406

Jensen alpha (a)0.75194
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.76802

SD0.26091

Sharpe ratio (Glass type estimate)2.94364

Sharpe ratio (Hedges UMVUE)2.92663

df130.00000

t2.08147

p0.41021

Lowerbound of 95% confidence interval for Sharpe Ratio0.14336

Upperbound of 95% confidence interval for Sharpe Ratio5.73285

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.13209

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.72117
 Statistics related to Sortino ratio

Sortino ratio5.93253

Upside Potential Ratio14.09160

Upside part of mean1.82428

Downside part of mean1.05626

Upside SD0.23031

Downside SD0.12946

N nonnegative terms68.00000

N negative terms63.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.34153

Mean of criterion0.76802

SD of predictor0.16620

SD of criterion0.26091

Covariance0.00378

r0.08727

b (slope, estimate of beta)0.13700

a (intercept, estimate of alpha)0.72123

Mean Square Error0.06808

DF error129.00000

t(b)0.99496

p(b)0.44451

t(a)1.93890

p(a)0.39338

Lowerbound of 95% confidence interval for beta0.13543

Upperbound of 95% confidence interval for beta0.40943

Lowerbound of 95% confidence interval for alpha0.01474

Upperbound of 95% confidence interval for alpha1.45720

Treynor index (mean / b)5.60603

Jensen alpha (a)0.72123
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02331

Expected Shortfall on VaR0.02985
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00902

Expected Shortfall on VaR0.01743
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96396

Quartile 10.99468

Median1.00086

Quartile 31.00943

Maximum1.07840

Mean of quarter 10.98667

Mean of quarter 20.99771

Mean of quarter 31.00455

Mean of quarter 41.02380

Inter Quartile Range0.01475

Number outliers low3.00000

Percentage of outliers low0.02290

Mean of outliers low0.96806

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.05677
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.13372

VaR(95%) (moments method)0.01284

Expected Shortfall (moments method)0.01888

Extreme Value Index (regression method)0.01761

VaR(95%) (regression method)0.01359

Expected Shortfall (regression method)0.01888
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations17.00000

Minimum0.00034

Quartile 10.00357

Median0.01760

Quartile 30.02840

Maximum0.07740

Mean of quarter 10.00166

Mean of quarter 20.01370

Mean of quarter 30.02340

Mean of quarter 40.05184

Inter Quartile Range0.02483

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.05882

Mean of outliers high0.07740
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.02202

VaR(95%) (moments method)0.05223

Expected Shortfall (moments method)0.06823

Extreme Value Index (regression method)0.25677

VaR(95%) (regression method)0.06165

Expected Shortfall (regression method)0.09391
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.97758

Compounded annual return (geometric extrapolation)1.21650

Calmar ratio (compounded annual return / max draw down)15.71700

Compounded annual return / average of 25% largest draw downs23.46540

Compounded annual return / Expected Shortfall lognormal40.76030
Strategy Description
Trades EURUSD and adds USDCHF occasionally to increase profit.
A DYNAMIC TRADING SYSTEM for ANY ACCOUNT SIZE
A Great trading system with track record of profitability and consistent improvements. Tried, test and proven to be a very profitable system.
MAY GET UP TO 5 TRADES IN A DAY
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.
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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.