AT Stock Trading
(123689650)
Subscription terms. Subscriptions to this system cost $125.00 per month.
C2Star
C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.
You can read more about C2Star certification requirements here.
Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.
Trendfollowing
Tries to take advantage of long, medium or shortterm moves that seem to play out in various markets. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
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  

2019  (0.5%)  +3.6%  +1.7%  (1.1%)  (0.5%)  +0.4%  +2.5%  +6.3%  +12.7%  
2020  +6.4%  +6.4% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $50,000  
Buy Power  $21,651  
Cash  $33,794  
Equity  $8,785  
Cumulative $  $11,167  
Includes dividends and cashsettled expirations:  $156  Itemized 
Total System Equity  $61,167  
Margined  $20,928  
Open P/L  $8,785 
Trading Record
Statistics

Strategy began5/16/2019

Suggested Minimum Cap$35,000

Strategy Age (days)248.68

Age8 months ago

What it tradesStocks

# Trades32

# Profitable15

% Profitable46.90%

Avg trade duration56.7 days

Max peaktovalley drawdown3.95%

drawdown periodNov 28, 2019  Dec 03, 2019

Cumul. Return20.0%

Avg win$1,085

Avg loss$309.76
 Model Account Values (Raw)

Cash$33,794

Margin Used$20,928

Buying Power$21,651
 Ratios

W:L ratio3.32:1

Sharpe Ratio2.84

Sortino Ratio5.01

Calmar Ratio11.267
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)4.21%

Correlation to SP5000.41020

Return Percent SP500 (cumu) during strategy life15.76%
 Return Statistics

Ann Return (w trading costs)30.2%
 Slump

Current Slump as Pcnt Equity0.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.01%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.200%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)34.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 60% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 90% account loss (Monte Carlo)n/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)911

Popularity (Last 6 weeks)925
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score995

Popularity (7 days, Percentile 1000 scale)934
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$310

Avg Win$1,085

Sum Trade PL (losers)$5,266.000
 Age

Num Months filled monthly returns table9
 Win / Loss

Sum Trade PL (winners)$16,278.000

# Winners15

Num Months Winners6
 Dividends

Dividends Received in Model Acct156
 Win / Loss

# Losers17

% Winners46.9%
 Frequency

Avg Position Time (mins)81581.90

Avg Position Time (hrs)1359.70

Avg Trade Length56.7 days

Last Trade Ago2
 Leverage

Daily leverage (average)0.93

Daily leverage (max)1.81
 Regression

Alpha0.06

Beta0.26

Treynor Index0.27
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  Winning Trades  this strat Percentile of All Strats13.84

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats22.11

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.48

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades0.791

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.123

Avg(MAE) / Avg(PL)  Losing trades1.026

HoldandHope Ratio1.525
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.28487

SD0.14319

Sharpe ratio (Glass type estimate)1.98944

Sharpe ratio (Hedges UMVUE)1.72808

df6.00000

t1.51946

p0.08973

Lowerbound of 95% confidence interval for Sharpe Ratio0.87029

Upperbound of 95% confidence interval for Sharpe Ratio4.71394

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.01807

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.47422
 Statistics related to Sortino ratio

Sortino ratio170.80600

Upside Potential Ratio172.11500

Upside part of mean0.28706

Downside part of mean0.00218

Upside SD0.15600

Downside SD0.00167

N nonnegative terms6.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations7.00000

Mean of predictor0.20761

Mean of criterion0.28487

SD of predictor0.09719

SD of criterion0.14319

Covariance0.00728

r0.52328

b (slope, estimate of beta)0.77096

a (intercept, estimate of alpha)0.12481

Mean Square Error0.01787

DF error5.00000

t(b)1.37309

p(b)0.11405

t(a)0.59355

p(a)0.28932

Lowerbound of 95% confidence interval for beta0.67242

Upperbound of 95% confidence interval for beta2.21434

Lowerbound of 95% confidence interval for alpha0.41576

Upperbound of 95% confidence interval for alpha0.66539

Treynor index (mean / b)0.36951

Jensen alpha (a)0.12481
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.27289

SD0.13528

Sharpe ratio (Glass type estimate)2.01722

Sharpe ratio (Hedges UMVUE)1.75221

df6.00000

t1.54068

p0.08716

Lowerbound of 95% confidence interval for Sharpe Ratio0.84919

Upperbound of 95% confidence interval for Sharpe Ratio4.74710

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.99882

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.50325
 Statistics related to Sortino ratio

Sortino ratio163.89800

Upside Potential Ratio165.20700

Upside part of mean0.27507

Downside part of mean0.00218

Upside SD0.14795

Downside SD0.00167

N nonnegative terms6.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations7.00000

Mean of predictor0.20148

Mean of criterion0.27289

SD of predictor0.09520

SD of criterion0.13528

Covariance0.00677

r0.52585

b (slope, estimate of beta)0.74725

a (intercept, estimate of alpha)0.12234

Mean Square Error0.01589

DF error5.00000

t(b)1.38240

p(b)0.11270

t(a)0.61870

p(a)0.28160

Lowerbound of 95% confidence interval for beta0.64233

Upperbound of 95% confidence interval for beta2.13683

Lowerbound of 95% confidence interval for alpha0.38597

Upperbound of 95% confidence interval for alpha0.63065

Treynor index (mean / b)0.36519

Jensen alpha (a)0.12234
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04065

Expected Shortfall on VaR0.05607
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00014

Expected Shortfall on VaR0.00042
 ORDER STATISTICS
 Quartiles of return rates

Number of observations7.00000

Minimum1.00105

Quartile 11.00465

Median1.00718

Quartile 31.02442

Maximum1.11610

Mean of quarter 11.00282

Mean of quarter 21.00595

Mean of quarter 31.01342

Mean of quarter 41.07576

Inter Quartile Range0.01977

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.14286

Mean of outliers high1.11610
 Risk estimates for a oneperiod unit investment (based on Ex

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
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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)0.32880

Compounded annual return (geometric extrapolation)0.35094

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal6.25840

0.00000

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

Mean0.31126

SD0.07896

Sharpe ratio (Glass type estimate)3.94179

Sharpe ratio (Hedges UMVUE)3.92281

df156.00000

t3.05135

p0.38134

Lowerbound of 95% confidence interval for Sharpe Ratio1.36634

Upperbound of 95% confidence interval for Sharpe Ratio6.50507

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.35375

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.49186
 Statistics related to Sortino ratio

Sortino ratio7.02378

Upside Potential Ratio14.16710

Upside part of mean0.62782

Downside part of mean0.31656

Upside SD0.06784

Downside SD0.04432

N nonnegative terms92.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations157.00000

Mean of predictor0.22447

Mean of criterion0.31126

SD of predictor0.12725

SD of criterion0.07896

Covariance0.00415

r0.41291

b (slope, estimate of beta)0.25624

a (intercept, estimate of alpha)0.25400

Mean Square Error0.00521

DF error155.00000

t(b)5.64433

p(b)0.24481

t(a)2.70631

p(a)0.36580

Lowerbound of 95% confidence interval for beta0.16656

Upperbound of 95% confidence interval for beta0.34591

Lowerbound of 95% confidence interval for alpha0.06853

Upperbound of 95% confidence interval for alpha0.43896

Treynor index (mean / b)1.21475

Jensen alpha (a)0.25375
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.30796

SD0.07884

Sharpe ratio (Glass type estimate)3.90601

Sharpe ratio (Hedges UMVUE)3.88720

df156.00000

t3.02366

p0.38236

Lowerbound of 95% confidence interval for Sharpe Ratio1.33124

Upperbound of 95% confidence interval for Sharpe Ratio6.46863

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.31881

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.45559
 Statistics related to Sortino ratio

Sortino ratio6.91647

Upside Potential Ratio14.04760

Upside part of mean0.62547

Downside part of mean0.31752

Upside SD0.06750

Downside SD0.04453

N nonnegative terms92.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations157.00000

Mean of predictor0.21632

Mean of criterion0.30796

SD of predictor0.12718

SD of criterion0.07884

Covariance0.00415

r0.41363

b (slope, estimate of beta)0.25641

a (intercept, estimate of alpha)0.25249

Mean Square Error0.00519

DF error155.00000

t(b)5.65616

p(b)0.24439

t(a)2.69923

p(a)0.36613

Lowerbound of 95% confidence interval for beta0.16686

Upperbound of 95% confidence interval for beta0.34596

Lowerbound of 95% confidence interval for alpha0.06771

Upperbound of 95% confidence interval for alpha0.43727

Treynor index (mean / b)1.20104

Jensen alpha (a)0.25249
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00681

Expected Shortfall on VaR0.00883
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00243

Expected Shortfall on VaR0.00512
 ORDER STATISTICS
 Quartiles of return rates

Number of observations157.00000

Minimum0.98258

Quartile 10.99886

Median1.00095

Quartile 31.00351

Maximum1.01753

Mean of quarter 10.99572

Mean of quarter 20.99990

Mean of quarter 31.00213

Mean of quarter 41.00756

Inter Quartile Range0.00465

Number outliers low3.00000

Percentage of outliers low0.01911

Mean of outliers low0.98704

Number of outliers high7.00000

Percentage of outliers high0.04459

Mean of outliers high1.01330
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.04112

VaR(95%) (moments method)0.00329

Expected Shortfall (moments method)0.00473

Extreme Value Index (regression method)0.09601

VaR(95%) (regression method)0.00453

Expected Shortfall (regression method)0.00703
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00005

Quartile 10.00124

Median0.00958

Quartile 30.01018

Maximum0.03543

Mean of quarter 10.00047

Mean of quarter 20.00498

Mean of quarter 30.01009

Mean of quarter 40.02102

Inter Quartile Range0.00894

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high0.03543
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.15951

VaR(95%) (moments method)0.02108

Expected Shortfall (moments method)0.03064

Extreme Value Index (regression method)1.01441

VaR(95%) (regression method)0.02761

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.37205

Compounded annual return (geometric extrapolation)0.39915

Calmar ratio (compounded annual return / max draw down)11.26680

Compounded annual return / average of 25% largest draw downs18.98840

Compounded annual return / Expected Shortfall lognormal45.19900

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

Mean0.32858

SD0.08049

Sharpe ratio (Glass type estimate)4.08200

Sharpe ratio (Hedges UMVUE)4.05841

df130.00000

t2.88641

p0.37729

Lowerbound of 95% confidence interval for Sharpe Ratio1.25866

Upperbound of 95% confidence interval for Sharpe Ratio6.89027

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.24305

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.87377
 Statistics related to Sortino ratio

Sortino ratio7.45351

Upside Potential Ratio14.60480

Upside part of mean0.64383

Downside part of mean0.31525

Upside SD0.06999

Downside SD0.04408

N nonnegative terms77.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.24703

Mean of criterion0.32858

SD of predictor0.12686

SD of criterion0.08049

Covariance0.00429

r0.42024

b (slope, estimate of beta)0.26664

a (intercept, estimate of alpha)0.26271

Mean Square Error0.00538

DF error129.00000

t(b)5.26002

p(b)0.24056

t(a)2.51519

p(a)0.36344

Lowerbound of 95% confidence interval for beta0.16635

Upperbound of 95% confidence interval for beta0.36694

Lowerbound of 95% confidence interval for alpha0.05605

Upperbound of 95% confidence interval for alpha0.46936

Treynor index (mean / b)1.23227

Jensen alpha (a)0.26271
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32513

SD0.08035

Sharpe ratio (Glass type estimate)4.04641

Sharpe ratio (Hedges UMVUE)4.02302

df130.00000

t2.86124

p0.37830

Lowerbound of 95% confidence interval for Sharpe Ratio1.22395

Upperbound of 95% confidence interval for Sharpe Ratio6.85392

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.20841

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.83763
 Statistics related to Sortino ratio

Sortino ratio7.33935

Upside Potential Ratio14.47700

Upside part of mean0.64133

Downside part of mean0.31620

Upside SD0.06963

Downside SD0.04430

N nonnegative terms77.00000

N negative terms54.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23891

Mean of criterion0.32513

SD of predictor0.12683

SD of criterion0.08035

Covariance0.00429

r0.42109

b (slope, estimate of beta)0.26678

a (intercept, estimate of alpha)0.26140

Mean Square Error0.00535

DF error129.00000

t(b)5.27301

p(b)0.24007

t(a)2.50935

p(a)0.36373

VAR (95 Confidence Intrvl)0.00700

Lowerbound of 95% confidence interval for beta0.16668

Upperbound of 95% confidence interval for beta0.36688

Lowerbound of 95% confidence interval for alpha0.05530

Upperbound of 95% confidence interval for alpha0.46750

Treynor index (mean / b)1.21874

Jensen alpha (a)0.26140
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00690

Expected Shortfall on VaR0.00896
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00241

Expected Shortfall on VaR0.00509
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98258

Quartile 10.99885

Median1.00100

Quartile 31.00355

Maximum1.01753

Mean of quarter 10.99575

Mean of quarter 20.99984

Mean of quarter 31.00217

Mean of quarter 41.00771

Inter Quartile Range0.00470

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.98551

Number of outliers high7.00000

Percentage of outliers high0.05344

Mean of outliers high1.01330
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.06680

VaR(95%) (moments method)0.00325

Expected Shortfall (moments method)0.00443

Extreme Value Index (regression method)0.03722

VaR(95%) (regression method)0.00412

Expected Shortfall (regression method)0.00609
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00005

Quartile 10.00323

Median0.00988

Quartile 30.01345

Maximum0.03543

Mean of quarter 10.00064

Mean of quarter 20.00674

Mean of quarter 30.01163

Mean of quarter 40.02499

Inter Quartile Range0.01022

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.12500

Mean of outliers high0.03543
 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

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?284844000

Max Equity Drawdown (num days)5
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.38611

Compounded annual return (geometric extrapolation)0.42339

Calmar ratio (compounded annual return / max draw down)11.95100

Compounded annual return / average of 25% largest draw downs16.94460

Compounded annual return / Expected Shortfall lognormal47.27160
Strategy Description
Please beware that this is a long term trading strategy. You will receive trade signals weeks, even months ahead of time. I do not send out "At Market" trades where the strategy entered a trade and send out a signal afterwards.
That means you have plenty of time to even trade this manually.
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.