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%)  (0.6%)  +0.3%  (1.7%)  (0.6%)    (10.5%) 
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  $4,469  
Cash  $1  
Equity  $1  
Cumulative $  ($12,667)  
Total System Equity  $12,332  
Margined  $1  
Open P/L  ($13,815)  
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)2575.48

Age86 months ago

What it tradesStocks

# Trades24

# Profitable7

% Profitable29.20%

Avg trade duration107.1 days

Max peaktovalley drawdown62.39%

drawdown periodApril 24, 2012  Nov 28, 2017

Annual Return (Compounded)9.7%

Avg win$2,200

Avg loss$1,651
 Model Account Values (Raw)

Cash$18,313

Margin Used$0

Buying Power$4,469
 Ratios

W:L ratio0.55:1

Sharpe Ratio0.765

Sortino Ratio1.052

Calmar Ratio0.184
 Return Statistics

Ann Return (w trading costs)9.7%

Ann Return (Compnd, No Fees)9.5%
 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$1,651

Avg Win$2,200

# Winners7

# Losers17

% Winners29.2%
 Frequency

Avg Position Time (mins)154168.00

Avg Position Time (hrs)2569.46

Avg Trade Length107.1 days

Last Trade Ago1887
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.13782

SD0.15087

Sharpe ratio (Glass type estimate)0.91351

Sharpe ratio (Hedges UMVUE)0.90340

df68.00000

t2.19052

p0.98404

Lowerbound of 95% confidence interval for Sharpe Ratio1.74187

Upperbound of 95% confidence interval for Sharpe Ratio0.07869

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.73474

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.07205
 Statistics related to Sortino ratio

Sortino ratio1.19466

Upside Potential Ratio1.21390

Upside part of mean0.14004

Downside part of mean0.27786

Upside SD0.10347

Downside SD0.11536

N nonnegative terms25.00000

N negative terms44.00000
 Statistics related to linear regression on benchmark

N of observations69.00000

Mean of predictor0.11536

Mean of criterion0.13782

SD of predictor0.12431

SD of criterion0.15087

Covariance0.00702

r0.37438

b (slope, estimate of beta)0.45437

a (intercept, estimate of alpha)0.08540

Mean Square Error0.01986

DF error67.00000

t(b)3.30479

p(b)0.99924

t(a)1.40285

p(a)0.91736

Lowerbound of 95% confidence interval for beta0.72879

Upperbound of 95% confidence interval for beta0.17994

Lowerbound of 95% confidence interval for alpha0.20691

Upperbound of 95% confidence interval for alpha0.03611

Treynor index (mean / b)0.30332

Jensen alpha (a)0.08540
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14935

SD0.14862

Sharpe ratio (Glass type estimate)1.00491

Sharpe ratio (Hedges UMVUE)0.99378

df68.00000

t2.40968

p0.99066

Lowerbound of 95% confidence interval for Sharpe Ratio1.83593

Upperbound of 95% confidence interval for Sharpe Ratio0.16680

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.82803

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.15953
 Statistics related to Sortino ratio

Sortino ratio1.25938

Upside Potential Ratio1.13635

Upside part of mean0.13476

Downside part of mean0.28410

Upside SD0.09779

Downside SD0.11859

N nonnegative terms25.00000

N negative terms44.00000
 Statistics related to linear regression on benchmark

N of observations69.00000

Mean of predictor0.10704

Mean of criterion0.14935

SD of predictor0.12380

SD of criterion0.14862

Covariance0.00695

r0.37794

b (slope, estimate of beta)0.45370

a (intercept, estimate of alpha)0.10078

Mean Square Error0.01921

DF error67.00000

t(b)3.34135

p(b)0.99932

t(a)1.69082

p(a)0.95224

Lowerbound of 95% confidence interval for beta0.72473

Upperbound of 95% confidence interval for beta0.18268

Lowerbound of 95% confidence interval for alpha0.21976

Upperbound of 95% confidence interval for alpha0.01819

Treynor index (mean / b)0.32917

Jensen alpha (a)0.10078
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07966

Expected Shortfall on VaR0.09590
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05945

Expected Shortfall on VaR0.08458
 ORDER STATISTICS
 Quartiles of return rates

Number of observations69.00000

Minimum0.89667

Quartile 10.96178

Median0.98350

Quartile 31.00951

Maximum1.17091

Mean of quarter 10.94721

Mean of quarter 20.97235

Mean of quarter 30.99914

Mean of quarter 41.04724

Inter Quartile Range0.04773

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.02899

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

Extreme Value Index (moments method)0.10653

VaR(95%) (moments method)0.05837

Expected Shortfall (moments method)0.07374

Extreme Value Index (regression method)0.25368

VaR(95%) (regression method)0.05418

Expected Shortfall (regression method)0.07014
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.01722

Quartile 10.02108

Median0.09136

Quartile 30.12012

Maximum0.60290

Mean of quarter 10.01915

Mean of quarter 20.09136

Mean of quarter 30.12012

Mean of quarter 40.60290

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 high0.60290
 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)0.08740

Compounded annual return (geometric extrapolation)0.11435

Calmar ratio (compounded annual return / max draw down)0.18967

Compounded annual return / average of 25% largest draw downs0.18967

Compounded annual return / Expected Shortfall lognormal1.19246

0.00000

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

Mean0.13321

SD0.17414

Sharpe ratio (Glass type estimate)0.76495

Sharpe ratio (Hedges UMVUE)0.76457

df1508.00000

t1.83582

p0.52361

Lowerbound of 95% confidence interval for Sharpe Ratio1.58197

Upperbound of 95% confidence interval for Sharpe Ratio0.05231

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.58171

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.05257
 Statistics related to Sortino ratio

Sortino ratio1.05151

Upside Potential Ratio6.61335

Upside part of mean0.83783

Downside part of mean0.97104

Upside SD0.11968

Downside SD0.12669

N nonnegative terms666.00000

N negative terms843.00000
 Statistics related to linear regression on benchmark

N of observations1509.00000

Mean of predictor0.12236

Mean of criterion0.13321

SD of predictor0.16559

SD of criterion0.17414

Covariance0.00385

r0.13336

b (slope, estimate of beta)0.14025

a (intercept, estimate of alpha)0.11600

Mean Square Error0.02981

DF error1507.00000

t(b)5.22353

p(b)0.58464

t(a)1.61152

p(a)0.52640

Lowerbound of 95% confidence interval for beta0.19291

Upperbound of 95% confidence interval for beta0.08758

Lowerbound of 95% confidence interval for alpha0.25731

Upperbound of 95% confidence interval for alpha0.02521

Treynor index (mean / b)0.94984

Jensen alpha (a)0.11605
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14841

SD0.17436

Sharpe ratio (Glass type estimate)0.85120

Sharpe ratio (Hedges UMVUE)0.85078

df1508.00000

t2.04280

p0.52627

Lowerbound of 95% confidence interval for Sharpe Ratio1.66832

Upperbound of 95% confidence interval for Sharpe Ratio0.03383

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.66802

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.03353
 Statistics related to Sortino ratio

Sortino ratio1.15404

Upside Potential Ratio6.45949

Upside part of mean0.83071

Downside part of mean0.97913

Upside SD0.11801

Downside SD0.12860

N nonnegative terms666.00000

N negative terms843.00000
 Statistics related to linear regression on benchmark

N of observations1509.00000

Mean of predictor0.10859

Mean of criterion0.14841

SD of predictor0.16584

SD of criterion0.17436

Covariance0.00384

r0.13290

b (slope, estimate of beta)0.13972

a (intercept, estimate of alpha)0.13324

Mean Square Error0.02988

DF error1507.00000

t(b)5.20522

p(b)0.58435

t(a)1.84825

p(a)0.53026

Lowerbound of 95% confidence interval for beta0.19237

Upperbound of 95% confidence interval for beta0.08707

Lowerbound of 95% confidence interval for alpha0.27465

Upperbound of 95% confidence interval for alpha0.00817

Treynor index (mean / b)1.06223

Jensen alpha (a)0.13324
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01812

Expected Shortfall on VaR0.02252
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00913

Expected Shortfall on VaR0.01787
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1509.00000

Minimum0.93034

Quartile 10.99549

Median0.99932

Quartile 31.00396

Maximum1.06993

Mean of quarter 10.98792

Mean of quarter 20.99758

Mean of quarter 31.00127

Mean of quarter 41.01165

Inter Quartile Range0.00847

Number outliers low71.00000

Percentage of outliers low0.04705

Mean of outliers low0.97224

Number of outliers high68.00000

Percentage of outliers high0.04506

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

Extreme Value Index (moments method)0.38872

VaR(95%) (moments method)0.01244

Expected Shortfall (moments method)0.02329

Extreme Value Index (regression method)0.20147

VaR(95%) (regression method)0.01098

Expected Shortfall (regression method)0.01687
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.01006

Quartile 10.03036

Median0.04428

Quartile 30.06685

Maximum0.61841

Mean of quarter 10.01784

Mean of quarter 20.03893

Mean of quarter 30.05979

Mean of quarter 40.25287

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 high0.31438
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.02799

VaR(95%) (moments method)0.19161

Expected Shortfall (moments method)0.27644

Extreme Value Index (regression method)0.91266

VaR(95%) (regression method)0.46231

Expected Shortfall (regression method)5.80981
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.08689

Compounded annual return (geometric extrapolation)0.11353

Calmar ratio (compounded annual return / max draw down)0.18358

Compounded annual return / average of 25% largest draw downs0.44897

Compounded annual return / Expected Shortfall lognormal5.04117

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

Mean0.37344

SD0.09484

Sharpe ratio (Glass type estimate)3.93773

Sharpe ratio (Hedges UMVUE)3.91497

df130.00000

t2.78439

p0.61862

Lowerbound of 95% confidence interval for Sharpe Ratio6.74321

Upperbound of 95% confidence interval for Sharpe Ratio1.11767

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.72732

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.10261
 Statistics related to Sortino ratio

Sortino ratio4.67567

Upside Potential Ratio4.83550

Upside part of mean0.38620

Downside part of mean0.75964

Upside SD0.05548

Downside SD0.07987

N nonnegative terms54.00000

N negative terms77.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.49662

Mean of criterion0.37344

SD of predictor0.16558

SD of criterion0.09484

Covariance0.01170

r0.74513

b (slope, estimate of beta)0.42676

a (intercept, estimate of alpha)0.16150

Mean Square Error0.00403

DF error129.00000

t(b)12.68960

p(b)0.92579

t(a)1.76823

p(a)0.59754

Lowerbound of 95% confidence interval for beta0.49330

Upperbound of 95% confidence interval for beta0.36022

Lowerbound of 95% confidence interval for alpha0.34220

Upperbound of 95% confidence interval for alpha0.01921

Treynor index (mean / b)0.87505

Jensen alpha (a)0.16150
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.37813

SD0.09493

Sharpe ratio (Glass type estimate)3.98348

Sharpe ratio (Hedges UMVUE)3.96046

df130.00000

t2.81675

p0.61992

Lowerbound of 95% confidence interval for Sharpe Ratio6.78979

Upperbound of 95% confidence interval for Sharpe Ratio1.16235

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.77376

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.14716
 Statistics related to Sortino ratio

Sortino ratio4.70847

Upside Potential Ratio4.78940

Upside part of mean0.38463

Downside part of mean0.76277

Upside SD0.05512

Downside SD0.08031

N nonnegative terms54.00000

N negative terms77.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.48250

Mean of criterion0.37813

SD of predictor0.16574

SD of criterion0.09493

Covariance0.01172

r0.74464

b (slope, estimate of beta)0.42648

a (intercept, estimate of alpha)0.17236

Mean Square Error0.00405

DF error129.00000

t(b)12.67100

p(b)0.92559

t(a)1.88565

p(a)0.60380

Lowerbound of 95% confidence interval for beta0.49307

Upperbound of 95% confidence interval for beta0.35989

Lowerbound of 95% confidence interval for alpha0.35320

Upperbound of 95% confidence interval for alpha0.00849

Treynor index (mean / b)0.88664

Jensen alpha (a)0.17236
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01103

Expected Shortfall on VaR0.01345
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00740

Expected Shortfall on VaR0.01260
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98142

Quartile 10.99563

Median0.99899

Quartile 31.00177

Maximum1.02271

Mean of quarter 10.99148

Mean of quarter 20.99739

Mean of quarter 31.00048

Mean of quarter 41.00543

Inter Quartile Range0.00614

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.98423

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)0.07068

VaR(95%) (moments method)0.00877

Expected Shortfall (moments method)0.01187

Extreme Value Index (regression method)0.13032

VaR(95%) (regression method)0.00887

Expected Shortfall (regression method)0.01106
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00253

Quartile 10.01144

Median0.02035

Quartile 30.09679

Maximum0.17324

Mean of quarter 10.00253

Mean of quarter 20.02035

Mean of quarter 30.00000

Mean of quarter 40.17324

Inter Quartile Range0.08535

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)0.32128

Compounded annual return (geometric extrapolation)0.29547

Calmar ratio (compounded annual return / max draw down)1.70560

Compounded annual return / average of 25% largest draw downs1.70560

Compounded annual return / Expected Shortfall lognormal21.97390
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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