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%)  +0.4%  (7%) 
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  $4,937  
Cash  $1  
Equity  $1  
Cumulative $  ($12,199)  
Total System Equity  $12,800  
Margined  $1  
Open P/L  ($13,353)  
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)2402.38

Age80 months ago

What it tradesStocks

# Trades24

# Profitable7

% Profitable29.20%

Avg trade duration99.8 days

Max peaktovalley drawdown61.19%

drawdown periodApril 24, 2012  June 07, 2017

Annual Return (Compounded)9.8%

Avg win$2,200

Avg loss$1,623
 Model Account Values (Raw)

Cash$18,313

Margin Used$0

Buying Power$4,937
 Ratios

W:L ratio0.56:1

Sharpe Ratio0.735

Sortino Ratio1.012

Calmar Ratio0.181
 Return Statistics

Ann Return (w trading costs)9.8%

Ann Return (Compnd, No Fees)9.7%
 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$1,624

Avg Win$2,200

# Winners7

# Losers17

% Winners29.2%
 Frequency

Avg Position Time (mins)143782.00

Avg Position Time (hrs)2396.36

Avg Trade Length99.8 days

Last Trade Ago1714
 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

Mean0.12882

SD0.17519

Sharpe ratio (Glass type estimate)0.73536

Sharpe ratio (Hedges UMVUE)0.73499

df1484.00000

t1.75070

p0.52270

Lowerbound of 95% confidence interval for Sharpe Ratio1.55893

Upperbound of 95% confidence interval for Sharpe Ratio0.08843

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.55867

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.08870
 Statistics related to Sortino ratio

Sortino ratio1.01190

Upside Potential Ratio6.63664

Upside part of mean0.84490

Downside part of mean0.97373

Upside SD0.12052

Downside SD0.12731

N nonnegative terms656.00000

N negative terms829.00000
 Statistics related to linear regression on benchmark

N of observations1485.00000

Mean of predictor0.11128

Mean of criterion0.12882

SD of predictor0.16629

SD of criterion0.17519

Covariance0.00382

r0.13100

b (slope, estimate of beta)0.13801

a (intercept, estimate of alpha)0.11300

Mean Square Error0.03018

DF error1483.00000

t(b)5.08861

p(b)0.58316

t(a)1.55354

p(a)0.52565

Lowerbound of 95% confidence interval for beta0.19121

Upperbound of 95% confidence interval for beta0.08481

Lowerbound of 95% confidence interval for alpha0.25673

Upperbound of 95% confidence interval for alpha0.02980

Treynor index (mean / b)0.93346

Jensen alpha (a)0.11347
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14420

SD0.17540

Sharpe ratio (Glass type estimate)0.82215

Sharpe ratio (Hedges UMVUE)0.82173

df1484.00000

t1.95732

p0.52537

Lowerbound of 95% confidence interval for Sharpe Ratio1.64581

Upperbound of 95% confidence interval for Sharpe Ratio0.00177

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.64552

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00206
 Statistics related to Sortino ratio

Sortino ratio1.11576

Upside Potential Ratio6.48153

Upside part of mean0.83769

Downside part of mean0.98189

Upside SD0.11883

Downside SD0.12924

N nonnegative terms656.00000

N negative terms829.00000
 Statistics related to linear regression on benchmark

N of observations1485.00000

Mean of predictor0.09740

Mean of criterion0.14420

SD of predictor0.16655

SD of criterion0.17540

Covariance0.00381

r0.13056

b (slope, estimate of beta)0.13749

a (intercept, estimate of alpha)0.13081

Mean Square Error0.03026

DF error1483.00000

t(b)5.07116

p(b)0.58288

t(a)1.78909

p(a)0.52953

Lowerbound of 95% confidence interval for beta0.19068

Upperbound of 95% confidence interval for beta0.08431

Lowerbound of 95% confidence interval for alpha0.27423

Upperbound of 95% confidence interval for alpha0.01261

Treynor index (mean / b)1.04880

Jensen alpha (a)0.13081
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01821

Expected Shortfall on VaR0.02263
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00915

Expected Shortfall on VaR0.01793
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1485.00000

Minimum0.93034

Quartile 10.99548

Median0.99933

Quartile 31.00399

Maximum1.06993

Mean of quarter 10.98787

Mean of quarter 20.99760

Mean of quarter 31.00128

Mean of quarter 41.01175

Inter Quartile Range0.00851

Number outliers low70.00000

Percentage of outliers low0.04714

Mean of outliers low0.97209

Number of outliers high68.00000

Percentage of outliers high0.04579

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

Extreme Value Index (moments method)0.39417

VaR(95%) (moments method)0.01252

Expected Shortfall (moments method)0.02360

Extreme Value Index (regression method)0.20692

VaR(95%) (regression method)0.01099

Expected Shortfall (regression method)0.01694
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.01006

Quartile 10.03036

Median0.04428

Quartile 30.06685

Maximum0.60640

Mean of quarter 10.01784

Mean of quarter 20.03893

Mean of quarter 30.05979

Mean of quarter 40.24986

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 high0.31037
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.06394

VaR(95%) (moments method)0.19218

Expected Shortfall (moments method)0.27248

Extreme Value Index (regression method)0.88433

VaR(95%) (regression method)0.45624

Expected Shortfall (regression method)4.36307
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.08517

Compounded annual return (geometric extrapolation)0.10979

Calmar ratio (compounded annual return / max draw down)0.18105

Compounded annual return / average of 25% largest draw downs0.43939

Compounded annual return / Expected Shortfall lognormal4.85058

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

Mean0.36850

SD0.09084

Sharpe ratio (Glass type estimate)4.05658

Sharpe ratio (Hedges UMVUE)4.03313

df130.00000

t2.86844

p0.62199

Lowerbound of 95% confidence interval for Sharpe Ratio6.86431

Upperbound of 95% confidence interval for Sharpe Ratio1.23378

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.84796

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.21831
 Statistics related to Sortino ratio

Sortino ratio4.81260

Upside Potential Ratio4.56395

Upside part of mean0.34946

Downside part of mean0.71796

Upside SD0.05333

Downside SD0.07657

N nonnegative terms53.00000

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

N of observations131.00000

Mean of predictor0.46192

Mean of criterion0.36850

SD of predictor0.16674

SD of criterion0.09084

Covariance0.01162

r0.76719

b (slope, estimate of beta)0.41796

a (intercept, estimate of alpha)0.17544

Mean Square Error0.00342

DF error129.00000

t(b)13.58480

p(b)0.93498

t(a)2.09021

p(a)0.61459

Lowerbound of 95% confidence interval for beta0.47883

Upperbound of 95% confidence interval for beta0.35709

Lowerbound of 95% confidence interval for alpha0.34150

Upperbound of 95% confidence interval for alpha0.00937

Treynor index (mean / b)0.88167

Jensen alpha (a)0.17544
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.37282

SD0.09091

Sharpe ratio (Glass type estimate)4.10084

Sharpe ratio (Hedges UMVUE)4.07713

df130.00000

t2.89973

p0.62324

Lowerbound of 95% confidence interval for Sharpe Ratio6.90938

Upperbound of 95% confidence interval for Sharpe Ratio1.27709

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.89289

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.26137
 Statistics related to Sortino ratio

Sortino ratio4.84263

Upside Potential Ratio4.52039

Upside part of mean0.34802

Downside part of mean0.72084

Upside SD0.05297

Downside SD0.07699

N nonnegative terms53.00000

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

N of observations131.00000

Mean of predictor0.44768

Mean of criterion0.37282

SD of predictor0.16682

SD of criterion0.09091

Covariance0.01163

r0.76696

b (slope, estimate of beta)0.41798

a (intercept, estimate of alpha)0.18570

Mean Square Error0.00343

DF error129.00000

t(b)13.57500

p(b)0.93489

t(a)2.21171

p(a)0.62094

Lowerbound of 95% confidence interval for beta0.47891

Upperbound of 95% confidence interval for beta0.35707

Lowerbound of 95% confidence interval for alpha0.35182

Upperbound of 95% confidence interval for alpha0.01958

Treynor index (mean / b)0.89196

Jensen alpha (a)0.18570
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01060

Expected Shortfall on VaR0.01292
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00705

Expected Shortfall on VaR0.01211
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98142

Quartile 10.99563

Median0.99928

Quartile 31.00138

Maximum1.02271

Mean of quarter 10.99185

Mean of quarter 20.99762

Mean of quarter 31.00036

Mean of quarter 41.00502

Inter Quartile Range0.00575

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)0.14372

VaR(95%) (moments method)0.00869

Expected Shortfall (moments method)0.01217

Extreme Value Index (regression method)0.01949

VaR(95%) (regression method)0.00836

Expected Shortfall (regression method)0.01071
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.16992

Quartile 10.16992

Median0.16992

Quartile 30.16992

Maximum0.16992

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)0.31681

Compounded annual return (geometric extrapolation)0.29172

Calmar ratio (compounded annual return / max draw down)1.71679

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal22.57510
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 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.
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