QQQ ETF Timer (Closed NOV 2012) (55057807)
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Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2010  +0.2%  (3.7%)  (3.5%)  
2011  +5.5%  +6.2%  (3%)  +5.8%  (2%)  (5.6%)  (1.8%)  +18.8%  (4.7%)  (4.8%)  (4.1%)  (1.9%)  +5.9% 
2012  +7.7%  +7.4%  +4.5%  (2.2%)  (5.5%)  (11.9%)  (4.9%)  +10.9%  +1.6%  +0.7%  (2.2%)  +0.3%  +4.2% 
2013  (3.5%)  (0.8%)  (3.7%)  (3.2%)  (4.6%)  +3.0%  (6.7%)  +0.1%  (4.9%)  (4.9%)  (3.3%)  (2.8%)  (30.4%) 
2014  +1.7%  (4.5%)  +2.1%  (0.2%)  (3.8%)  (2.6%)  (1.1%)  (3.8%)  +0.4%  (2.3%)  (3.1%)  +1.4%  (15.1%) 
2015  +1.1%  (4.7%)  +1.3%  (1.4%)  (1.6%)  +1.4%  (2.9%)  +3.7%  +1.0%  (6.7%)  (0.6%)  +0.7%  (8.6%) 
2016  +3.8%  +0.5%  (4%)  +1.7%  (2.4%)  +0.9%  (3.7%)  (0.7%)  (1.1%)  +0.7%  (0.4%)  (0.6%)  (5.5%) 
2017  (2.3%)  (2%)  (0.7%)  (1.5%)  (1.1%)  +1.0%  (1.8%)  (0.1%)  (8.3%) 
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  $25,000  
Buy Power  $4,770  
Cash  $1  
Equity  $1  
Cumulative $  ($12,366)  
Total System Equity  $12,633  
Margined  $1  
Open P/L  ($13,452)  
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 began11/22/2010

Starting Unit Size$25,000

Strategy Age (days)2459.25

Age82 months ago

What it tradesStocks

# Trades24

# Profitable7

% Profitable29.20%

Avg trade duration102.2 days

Max peaktovalley drawdown61.35%

drawdown periodApril 24, 2012  Aug 16, 2017

Annual Return (Compounded)9.8%

Avg win$2,200

Avg loss$1,633
 Model Account Values (Raw)

Cash$18,313

Margin Used$0

Buying Power$4,770
 Ratios

W:L ratio0.55:1

Sharpe Ratio0.746

Sortino Ratio1.027

Calmar Ratio0.183
 Return Statistics

Ann Return (w trading costs)9.8%

Ann Return (Compnd, No Fees)9.6%
 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)337
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$1,633

Avg Win$2,200

# Winners7

# Losers17

% Winners29.2%
 Frequency

Avg Position Time (mins)147194.00

Avg Position Time (hrs)2453.24

Avg Trade Length102.2 days

Last Trade Ago1771
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.13267

SD0.15148

Sharpe ratio (Glass type estimate)0.87580

Sharpe ratio (Hedges UMVUE)0.86596

df67.00000

t2.08483

p0.97955

Lowerbound of 95% confidence interval for Sharpe Ratio1.70919

Upperbound of 95% confidence interval for Sharpe Ratio0.03610

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.70227

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02966
 Statistics related to Sortino ratio

Sortino ratio1.15418

Upside Potential Ratio1.23624

Upside part of mean0.14210

Downside part of mean0.27476

Upside SD0.10423

Downside SD0.11494

N nonnegative terms25.00000

N negative terms43.00000
 Statistics related to linear regression on benchmark

N of observations68.00000

Mean of predictor0.10550

Mean of criterion0.13267

SD of predictor0.12294

SD of criterion0.15148

Covariance0.00683

r0.36670

b (slope, estimate of beta)0.45182

a (intercept, estimate of alpha)0.08500

Mean Square Error0.02016

DF error66.00000

t(b)3.20219

p(b)0.99895

t(a)1.38265

p(a)0.91428

Lowerbound of 95% confidence interval for beta0.73352

Upperbound of 95% confidence interval for beta0.17011

Lowerbound of 95% confidence interval for alpha0.20774

Upperbound of 95% confidence interval for alpha0.03774

Treynor index (mean / b)0.29363

Jensen alpha (a)0.08500
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14423

SD0.14921

Sharpe ratio (Glass type estimate)0.96661

Sharpe ratio (Hedges UMVUE)0.95575

df67.00000

t2.30100

p0.98774

Lowerbound of 95% confidence interval for Sharpe Ratio1.80255

Upperbound of 95% confidence interval for Sharpe Ratio0.12376

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.79485

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.11665
 Statistics related to Sortino ratio

Sortino ratio1.22042

Upside Potential Ratio1.15703

Upside part of mean0.13674

Downside part of mean0.28097

Upside SD0.09851

Downside SD0.11818

N nonnegative terms25.00000

N negative terms43.00000
 Statistics related to linear regression on benchmark

N of observations68.00000

Mean of predictor0.09743

Mean of criterion0.14423

SD of predictor0.12254

SD of criterion0.14921

Covariance0.00677

r0.37028

b (slope, estimate of beta)0.45087

a (intercept, estimate of alpha)0.10030

Mean Square Error0.01950

DF error66.00000

t(b)3.23838

p(b)0.99906

t(a)1.66576

p(a)0.94975

Lowerbound of 95% confidence interval for beta0.72884

Upperbound of 95% confidence interval for beta0.17289

Lowerbound of 95% confidence interval for alpha0.22052

Upperbound of 95% confidence interval for alpha0.01992

Treynor index (mean / b)0.31989

Jensen alpha (a)0.10030
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07953

Expected Shortfall on VaR0.09583
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05878

Expected Shortfall on VaR0.08448
 ORDER STATISTICS
 Quartiles of return rates

Number of observations68.00000

Minimum0.89667

Quartile 10.96295

Median0.98525

Quartile 31.00991

Maximum1.17091

Mean of quarter 10.94636

Mean of quarter 20.97235

Mean of quarter 30.99914

Mean of quarter 41.04724

Inter Quartile Range0.04696

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.02941

Mean of outliers high1.14036
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.01402

VaR(95%) (moments method)0.05749

Expected Shortfall (moments method)0.07024

Extreme Value Index (regression method)0.11356

VaR(95%) (regression method)0.05557

Expected Shortfall (regression method)0.06899
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.01722

Quartile 10.02108

Median0.09136

Quartile 30.12012

Maximum0.58706

Mean of quarter 10.01915

Mean of quarter 20.09136

Mean of quarter 30.12012

Mean of quarter 40.58706

Inter Quartile Range0.09904

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high0.58706
 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)0.08518

Compounded annual return (geometric extrapolation)0.10981

Calmar ratio (compounded annual return / max draw down)0.18705

Compounded annual return / average of 25% largest draw downs0.18705

Compounded annual return / Expected Shortfall lognormal1.14588

0.00000

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

Mean0.13063

SD0.17493

Sharpe ratio (Glass type estimate)0.74675

Sharpe ratio (Hedges UMVUE)0.74637

df1491.00000

t1.78200

p0.52934

Lowerbound of 95% confidence interval for Sharpe Ratio1.56840

Upperbound of 95% confidence interval for Sharpe Ratio0.07512

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.56813

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.07539
 Statistics related to Sortino ratio

Sortino ratio1.02713

Upside Potential Ratio6.63183

Upside part of mean0.84342

Downside part of mean0.97405

Upside SD0.12029

Downside SD0.12718

N nonnegative terms659.00000

N negative terms833.00000
 Statistics related to linear regression on benchmark

N of observations1492.00000

Mean of predictor0.11289

Mean of criterion0.13063

SD of predictor0.16612

SD of criterion0.17493

Covariance0.00385

r0.13261

b (slope, estimate of beta)0.13964

a (intercept, estimate of alpha)0.11500

Mean Square Error0.03008

DF error1490.00000

t(b)5.16422

p(b)0.56630

t(a)1.57899

p(a)0.52044

Lowerbound of 95% confidence interval for beta0.19268

Upperbound of 95% confidence interval for beta0.08660

Lowerbound of 95% confidence interval for alpha0.25756

Upperbound of 95% confidence interval for alpha0.02783

Treynor index (mean / b)0.93546

Jensen alpha (a)0.11486
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14596

SD0.17514

Sharpe ratio (Glass type estimate)0.83340

Sharpe ratio (Hedges UMVUE)0.83298

df1491.00000

t1.98878

p0.53273

Lowerbound of 95% confidence interval for Sharpe Ratio1.65514

Upperbound of 95% confidence interval for Sharpe Ratio0.01140

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.65485

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.01111
 Statistics related to Sortino ratio

Sortino ratio1.13058

Upside Potential Ratio6.47711

Upside part of mean0.83623

Downside part of mean0.98220

Upside SD0.11861

Downside SD0.12910

N nonnegative terms659.00000

N negative terms833.00000
 Statistics related to linear regression on benchmark

N of observations1492.00000

Mean of predictor0.09904

Mean of criterion0.14596

SD of predictor0.16638

SD of criterion0.17514

Covariance0.00385

r0.13216

b (slope, estimate of beta)0.13912

a (intercept, estimate of alpha)0.13218

Mean Square Error0.03016

DF error1490.00000

t(b)5.14662

p(b)0.56608

t(a)1.81514

p(a)0.52349

Lowerbound of 95% confidence interval for beta0.19215

Upperbound of 95% confidence interval for beta0.08610

Lowerbound of 95% confidence interval for alpha0.27503

Upperbound of 95% confidence interval for alpha0.01066

Treynor index (mean / b)1.04916

Jensen alpha (a)0.13218
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01819

Expected Shortfall on VaR0.02261
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00915

Expected Shortfall on VaR0.01792
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1492.00000

Minimum0.93034

Quartile 10.99546

Median0.99933

Quartile 31.00399

Maximum1.06993

Mean of quarter 10.98786

Mean of quarter 20.99758

Mean of quarter 31.00127

Mean of quarter 41.01172

Inter Quartile Range0.00853

Number outliers low70.00000

Percentage of outliers low0.04692

Mean of outliers low0.97209

Number of outliers high68.00000

Percentage of outliers high0.04558

Mean of outliers high1.02738
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.39069

VaR(95%) (moments method)0.01252

Expected Shortfall (moments method)0.02349

Extreme Value Index (regression method)0.20570

VaR(95%) (regression method)0.01103

Expected Shortfall (regression method)0.01699
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.01006

Quartile 10.03036

Median0.04428

Quartile 30.06685

Maximum0.60798

Mean of quarter 10.01784

Mean of quarter 20.03893

Mean of quarter 30.05979

Mean of quarter 40.25026

Inter Quartile Range0.03649

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.20000

Mean of outliers high0.31090
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.05910

VaR(95%) (moments method)0.19211

Expected Shortfall (moments method)0.27300

Extreme Value Index (regression method)0.88811

VaR(95%) (regression method)0.45704

Expected Shortfall (regression method)4.51372
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.08595

Compounded annual return (geometric extrapolation)0.11135

Calmar ratio (compounded annual return / max draw down)0.18316

Compounded annual return / average of 25% largest draw downs0.44496

Compounded annual return / Expected Shortfall lognormal4.92527

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

Mean0.35282

SD0.09205

Sharpe ratio (Glass type estimate)3.83287

Sharpe ratio (Hedges UMVUE)3.81071

df130.00000

t2.71025

p0.61563

Lowerbound of 95% confidence interval for Sharpe Ratio6.63634

Upperbound of 95% confidence interval for Sharpe Ratio1.01508

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.62095

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.00047
 Statistics related to Sortino ratio

Sortino ratio4.58257

Upside Potential Ratio4.73815

Upside part of mean0.36480

Downside part of mean0.71762

Upside SD0.05437

Downside SD0.07699

N nonnegative terms53.00000

N negative terms78.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.41317

Mean of criterion0.35282

SD of predictor0.16487

SD of criterion0.09205

Covariance0.01172

r0.77211

b (slope, estimate of beta)0.43110

a (intercept, estimate of alpha)0.17470

Mean Square Error0.00345

DF error129.00000

t(b)13.79970

p(b)0.93698

t(a)2.07868

p(a)0.61399

Lowerbound of 95% confidence interval for beta0.49291

Upperbound of 95% confidence interval for beta0.36929

Lowerbound of 95% confidence interval for alpha0.34099

Upperbound of 95% confidence interval for alpha0.00842

Treynor index (mean / b)0.81842

Jensen alpha (a)0.17470
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.35723

SD0.09213

Sharpe ratio (Glass type estimate)3.87751

Sharpe ratio (Hedges UMVUE)3.85510

df130.00000

t2.74181

p0.61690

Lowerbound of 95% confidence interval for Sharpe Ratio6.68188

Upperbound of 95% confidence interval for Sharpe Ratio1.05882

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.66623

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.04396
 Statistics related to Sortino ratio

Sortino ratio4.61439

Upside Potential Ratio4.69269

Upside part of mean0.36329

Downside part of mean0.72053

Upside SD0.05401

Downside SD0.07742

N nonnegative terms53.00000

N negative terms78.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.39931

Mean of criterion0.35723

SD of predictor0.16501

SD of criterion0.09213

Covariance0.01173

r0.77173

b (slope, estimate of beta)0.43088

a (intercept, estimate of alpha)0.18518

Mean Square Error0.00346

DF error129.00000

t(b)13.78260

p(b)0.93683

t(a)2.20159

p(a)0.62041

Lowerbound of 95% confidence interval for beta0.49273

Upperbound of 95% confidence interval for beta0.36902

Lowerbound of 95% confidence interval for alpha0.35159

Upperbound of 95% confidence interval for alpha0.01876

Treynor index (mean / b)0.82909

Jensen alpha (a)0.18518
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01067

Expected Shortfall on VaR0.01302
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00705

Expected Shortfall on VaR0.01216
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98142

Quartile 10.99574

Median0.99928

Quartile 31.00151

Maximum1.02271

Mean of quarter 10.99179

Mean of quarter 20.99768

Mean of quarter 31.00040

Mean of quarter 41.00521

Inter Quartile Range0.00576

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.98474

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.01470
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.07963

VaR(95%) (moments method)0.00846

Expected Shortfall (moments method)0.01151

Extreme Value Index (regression method)0.05969

VaR(95%) (regression method)0.00865

Expected Shortfall (regression method)0.01109
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00109

Quartile 10.04010

Median0.07911

Quartile 30.11812

Maximum0.15713

Mean of quarter 10.00109

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.15713

Inter Quartile Range0.07802

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)0.30364

Compounded annual return (geometric extrapolation)0.28059

Calmar ratio (compounded annual return / max draw down)1.78578

Compounded annual return / average of 25% largest draw downs1.78578

Compounded annual return / Expected Shortfall lognormal21.55690
Strategy Description
Proven EOD longterm system.All 100% mechanical trades placed prior to US stock market open. Appropriate leverage (2.5X max) ALWAYS used.
Investors Business Daily or IBD provides extensive research for institutional clients. Historically, every market uptrend has been "confirmed" with a followthrough day. Conversely, a multiple distribution day stack can point to a market correction.
This system is designed to profit from IBD's market shift calls as outlined in the newspaper's "The Big Picture". I also use other proprietary measures that have been backtested for over 3 years at Collective2.
All "swing" trades are market orders placed before 9:30 am EST to be executed at the Stock Market open. Also uses protective stoploss orders in case of emergencies as capital preservation is the top priority.
This system is developed to greatly outperform stocks for the longterm, while keeping loss periods contained. This trendfollowing system holds (longonly) ULTRA ProShares QQQ (QLD and QID) based on IBD's market bias.
Thank you for following and
welcome to the "IBD Experiment"!
Summary Statistics
Latest Activity
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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