Schulenberg C2Star SP500
(134370531)
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.
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  

2021  +5.2%  (1.2%)  +6.5%  +2.2%  +1.5%  +3.1%  (2.5%)  +15.4% 
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  $43,000  
Buy Power  $33,559  
Cash  $1  
Equity  $1  
Cumulative $  $8,027  
Includes dividends and cashsettled expirations:  $29  Itemized 
Total System Equity  $51,027  
Margined  $1  
Open P/L  ($509)  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began3/2/2021

Suggested Minimum Cap$15,000

Strategy Age (days)201.55

Age7 months ago

What it tradesStocks

# Trades64

# Profitable37

% Profitable57.80%

Avg trade duration3.0 days

Max peaktovalley drawdown4%

drawdown periodJuly 13, 2021  July 19, 2021

Cumul. Return15.4%

Avg win$383.65

Avg loss$229.52
 Model Account Values (Raw)

Cash$34,068

Margin Used$0

Buying Power$33,559
 Ratios

W:L ratio2.30:1

Sharpe Ratio2.43

Sortino Ratio4.34

Calmar Ratio11.737
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)0.83%

Correlation to SP5000.27620

Return Percent SP500 (cumu) during strategy life14.54%
 Verified

C2Star1
 Return Statistics

Ann Return (w trading costs)29.0%
 Slump

Current Slump as Pcnt Equity3.10%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.04%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.154%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)36.1%
 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 60% account loss (Monte Carlo)n/a

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

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

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

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)863

Popularity (Last 6 weeks)970
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score971

Popularity (7 days, Percentile 1000 scale)887
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$230

Avg Win$384

Sum Trade PL (losers)$6,197.000
 AUM

AUM (AutoTrader num accounts)3
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$14,195.000

# Winners37

Num Months Winners5
 Dividends

Dividends Received in Model Acct30
 AUM

AUM (AutoTrader live capital)152156
 Win / Loss

# Losers27

% Winners57.8%
 Frequency

Avg Position Time (mins)4320.08

Avg Position Time (hrs)72.00

Avg Trade Length3.0 days

Last Trade Ago3
 Leverage

Daily leverage (average)1.10

Daily leverage (max)2.22
 Regression

Alpha0.06

Beta0.21

Treynor Index0.33
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.22

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades2.003

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.535

Avg(MAE) / Avg(PL)  Losing trades1.224

HoldandHope Ratio0.501
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.36825

SD0.07743

Sharpe ratio (Glass type estimate)4.75601

Sharpe ratio (Hedges UMVUE)3.99861

df5.00000

t3.36301

p0.01002

Lowerbound of 95% confidence interval for Sharpe Ratio0.67087

Upperbound of 95% confidence interval for Sharpe Ratio8.63786

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.28042

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.71681
 Statistics related to Sortino ratio

Sortino ratio154.60900

Upside Potential Ratio156.02300

Upside part of mean0.37161

Downside part of mean0.00337

Upside SD0.12763

Downside SD0.00238

N nonnegative terms5.00000

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

N of observations6.00000

Mean of predictor0.28939

Mean of criterion0.36825

SD of predictor0.05095

SD of criterion0.07743

Covariance0.00206

r0.52194

b (slope, estimate of beta)0.79321

a (intercept, estimate of alpha)0.59779

Mean Square Error0.00545

DF error4.00000

t(b)1.22382

p(b)0.85591

t(a)2.78464

p(a)0.02479

Lowerbound of 95% confidence interval for beta2.59309

Upperbound of 95% confidence interval for beta1.00667

Lowerbound of 95% confidence interval for alpha0.00164

Upperbound of 95% confidence interval for alpha1.19394

Treynor index (mean / b)0.46425

Jensen alpha (a)0.59779
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.35954

SD0.07497

Sharpe ratio (Glass type estimate)4.79550

Sharpe ratio (Hedges UMVUE)4.03181

df5.00000

t3.39093

p0.00972

Lowerbound of 95% confidence interval for Sharpe Ratio0.69356

Upperbound of 95% confidence interval for Sharpe Ratio8.69469

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29987

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.76375
 Statistics related to Sortino ratio

Sortino ratio151.17700

Upside Potential Ratio152.59100

Upside part of mean0.36290

Downside part of mean0.00336

Upside SD0.12430

Downside SD0.00238

N nonnegative terms5.00000

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

N of observations6.00000

Mean of predictor0.28427

Mean of criterion0.35954

SD of predictor0.04979

SD of criterion0.07497

Covariance0.00196

r0.52443

b (slope, estimate of beta)0.78968

a (intercept, estimate of alpha)0.58402

Mean Square Error0.00509

DF error4.00000

t(b)1.23184

p(b)0.85726

t(a)2.80351

p(a)0.02432

Lowerbound of 95% confidence interval for beta2.56987

Upperbound of 95% confidence interval for beta0.99052

Lowerbound of 95% confidence interval for alpha0.00552

Upperbound of 95% confidence interval for alpha1.16251

Treynor index (mean / b)0.45530

Jensen alpha (a)0.58402
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00562

Expected Shortfall on VaR0.01454
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00026

Expected Shortfall on VaR0.00071
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum1.00064

Quartile 11.02626

Median1.02695

Quartile 31.04893

Maximum1.06125

Mean of quarter 11.01343

Mean of quarter 21.02643

Mean of quarter 31.02747

Mean of quarter 41.05867

Inter Quartile Range0.02267

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 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)0.42752

Compounded annual return (geometric extrapolation)0.47321

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 lognormal32.53850

0.00000

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

Mean0.28735

SD0.08723

Sharpe ratio (Glass type estimate)3.29399

Sharpe ratio (Hedges UMVUE)3.27668

df143.00000

t2.44204

p0.37348

Lowerbound of 95% confidence interval for Sharpe Ratio0.61729

Upperbound of 95% confidence interval for Sharpe Ratio5.95948

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.60581

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.94755
 Statistics related to Sortino ratio

Sortino ratio5.79337

Upside Potential Ratio13.16560

Upside part of mean0.65300

Downside part of mean0.36566

Upside SD0.07357

Downside SD0.04960

N nonnegative terms81.00000

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

N of observations144.00000

Mean of predictor0.22546

Mean of criterion0.28735

SD of predictor0.11239

SD of criterion0.08723

Covariance0.00266

r0.27172

b (slope, estimate of beta)0.21090

a (intercept, estimate of alpha)0.24000

Mean Square Error0.00710

DF error142.00000

t(b)3.36450

p(b)0.36414

t(a)2.09406

p(a)0.41346

Lowerbound of 95% confidence interval for beta0.08699

Upperbound of 95% confidence interval for beta0.33481

Lowerbound of 95% confidence interval for alpha0.01343

Upperbound of 95% confidence interval for alpha0.46617

Treynor index (mean / b)1.36247

Jensen alpha (a)0.23980
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.28339

SD0.08707

Sharpe ratio (Glass type estimate)3.25475

Sharpe ratio (Hedges UMVUE)3.23765

df143.00000

t2.41295

p0.37491

Lowerbound of 95% confidence interval for Sharpe Ratio0.57881

Upperbound of 95% confidence interval for Sharpe Ratio5.91971

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.56742

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.90788
 Statistics related to Sortino ratio

Sortino ratio5.68472

Upside Potential Ratio13.04370

Upside part of mean0.65025

Downside part of mean0.36686

Upside SD0.07314

Downside SD0.04985

N nonnegative terms81.00000

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

N of observations144.00000

Mean of predictor0.21907

Mean of criterion0.28339

SD of predictor0.11233

SD of criterion0.08707

Covariance0.00266

r0.27190

b (slope, estimate of beta)0.21075

a (intercept, estimate of alpha)0.23722

Mean Square Error0.00707

DF error142.00000

t(b)3.36686

p(b)0.36405

t(a)2.07644

p(a)0.41417

Lowerbound of 95% confidence interval for beta0.08701

Upperbound of 95% confidence interval for beta0.33449

Lowerbound of 95% confidence interval for alpha0.01138

Upperbound of 95% confidence interval for alpha0.46306

Treynor index (mean / b)1.34470

Jensen alpha (a)0.23722
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00774

Expected Shortfall on VaR0.00996
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00293

Expected Shortfall on VaR0.00603
 ORDER STATISTICS
 Quartiles of return rates

Number of observations144.00000

Minimum0.98145

Quartile 10.99868

Median1.00073

Quartile 31.00412

Maximum1.02046

Mean of quarter 10.99508

Mean of quarter 20.99962

Mean of quarter 31.00206

Mean of quarter 41.00806

Inter Quartile Range0.00544

Number outliers low3.00000

Percentage of outliers low0.02083

Mean of outliers low0.98655

Number of outliers high6.00000

Percentage of outliers high0.04167

Mean of outliers high1.01530
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.23866

VaR(95%) (moments method)0.00387

Expected Shortfall (moments method)0.00492

Extreme Value Index (regression method)0.14286

VaR(95%) (regression method)0.00457

Expected Shortfall (regression method)0.00717
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations18.00000

Minimum0.00007

Quartile 10.00438

Median0.00562

Quartile 30.01070

Maximum0.03111

Mean of quarter 10.00204

Mean of quarter 20.00515

Mean of quarter 30.00690

Mean of quarter 40.02182

Inter Quartile Range0.00632

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.16667

Mean of outliers high0.02822
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.95890

VaR(95%) (moments method)0.02400

Expected Shortfall (moments method)0.02594

Extreme Value Index (regression method)0.99480

VaR(95%) (regression method)0.02444

Expected Shortfall (regression method)0.02598
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.33952

Compounded annual return (geometric extrapolation)0.36520

Calmar ratio (compounded annual return / max draw down)11.73730

Compounded annual return / average of 25% largest draw downs16.73970

Compounded annual return / Expected Shortfall lognormal36.65840

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

Mean0.26949

SD0.08842

Sharpe ratio (Glass type estimate)3.04794

Sharpe ratio (Hedges UMVUE)3.03032

df130.00000

t2.15522

p0.40713

Lowerbound of 95% confidence interval for Sharpe Ratio0.24588

Upperbound of 95% confidence interval for Sharpe Ratio5.83867

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.23414

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.82649
 Statistics related to Sortino ratio

Sortino ratio5.23669

Upside Potential Ratio12.69270

Upside part of mean0.65319

Downside part of mean0.38370

Upside SD0.07339

Downside SD0.05146

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22723

Mean of criterion0.26949

SD of predictor0.10555

SD of criterion0.08842

Covariance0.00328

r0.35183

b (slope, estimate of beta)0.29472

a (intercept, estimate of alpha)0.20252

Mean Square Error0.00690

DF error129.00000

t(b)4.26902

p(b)0.28073

t(a)1.70846

p(a)0.40565

Lowerbound of 95% confidence interval for beta0.15813

Upperbound of 95% confidence interval for beta0.43130

Lowerbound of 95% confidence interval for alpha0.03201

Upperbound of 95% confidence interval for alpha0.43706

Treynor index (mean / b)0.91441

Jensen alpha (a)0.20252
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.26546

SD0.08827

Sharpe ratio (Glass type estimate)3.00733

Sharpe ratio (Hedges UMVUE)2.98994

df130.00000

t2.12650

p0.40833

Lowerbound of 95% confidence interval for Sharpe Ratio0.20592

Upperbound of 95% confidence interval for Sharpe Ratio5.79741

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.19441

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.78547
 Statistics related to Sortino ratio

Sortino ratio5.13182

Upside Potential Ratio12.57460

Upside part of mean0.65045

Downside part of mean0.38499

Upside SD0.07297

Downside SD0.05173

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22158

Mean of criterion0.26546

SD of predictor0.10551

SD of criterion0.08827

Covariance0.00328

r0.35178

b (slope, estimate of beta)0.29430

a (intercept, estimate of alpha)0.20025

Mean Square Error0.00688

DF error129.00000

t(b)4.26821

p(b)0.28076

t(a)1.69274

p(a)0.40650

VAR (95 Confidence Intrvl)0.00800

Lowerbound of 95% confidence interval for beta0.15788

Upperbound of 95% confidence interval for beta0.43072

Lowerbound of 95% confidence interval for alpha0.03381

Upperbound of 95% confidence interval for alpha0.43430

Treynor index (mean / b)0.90200

Jensen alpha (a)0.20025
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00793

Expected Shortfall on VaR0.01018
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00310

Expected Shortfall on VaR0.00635
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98145

Quartile 10.99863

Median1.00053

Quartile 31.00413

Maximum1.02046

Mean of quarter 10.99488

Mean of quarter 20.99958

Mean of quarter 31.00211

Mean of quarter 41.00800

Inter Quartile Range0.00550

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.98458

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.01551
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.46377

VaR(95%) (moments method)0.00402

Expected Shortfall (moments method)0.00479

Extreme Value Index (regression method)0.13777

VaR(95%) (regression method)0.00458

Expected Shortfall (regression method)0.00714
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00007

Quartile 10.00438

Median0.00562

Quartile 30.01181

Maximum0.03111

Mean of quarter 10.00249

Mean of quarter 20.00515

Mean of quarter 30.00798

Mean of quarter 40.02442

Inter Quartile Range0.00743

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.18750

Mean of outliers high0.02822
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)52.83170

VaR(95%) (moments method)0.02323

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.89740

VaR(95%) (regression method)0.02952

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.03013

Strat Max DD how much worse than SP500 max DD during strat life?361672000

Max Equity Drawdown (num days)6
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.31597

Compounded annual return (geometric extrapolation)0.34093

Calmar ratio (compounded annual return / max draw down)10.95730

Compounded annual return / average of 25% largest draw downs13.96310

Compounded annual return / Expected Shortfall lognormal33.48610
Strategy Description
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.
C2Star strategies cannot be made private.
To make this strategy private, you need to first withdraw from C2Star program.
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.