Blue Fund
(129778450)
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.Shortterm Reversal
Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a shortterm time frame (up to one month).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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
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  

2020  +0.7%  +8.5%  (3.6%)  +0.6%  +4.1%  (2.8%)  +0.7%  +8.0%  
2021  +0.9%                  +0.9% 
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  $57,512  
Cash  $1  
Equity  $1  
Cumulative $  $7,512  
Includes dividends and cashsettled expirations:  ($253)  Itemized 
Total System Equity  $57,512  
Margined  $1  
Open P/L  $0  
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 began6/26/2020

Suggested Minimum Cap$50,000

Strategy Age (days)444.11

Age15 months ago

What it tradesStocks

# Trades1242

# Profitable702

% Profitable56.50%

Avg trade duration1.3 days

Max peaktovalley drawdown7.67%

drawdown periodJuly 15, 2020  Sept 21, 2020

Annual Return (Compounded)7.2%

Avg win$68.54

Avg loss$74.71
 Model Account Values (Raw)

Cash$57,512

Margin Used$0

Buying Power$57,512
 Ratios

W:L ratio1.19:1

Sharpe Ratio0.58

Sortino Ratio0.83

Calmar Ratio4.117
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)39.01%

Correlation to SP5000.01840

Return Percent SP500 (cumu) during strategy life47.32%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)7.2%
 Slump

Current Slump as Pcnt Equity3.20%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.96%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.072%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)11.9%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)682
 Trading Style

Any stock shorts? 0/11
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$75

Avg Win$69

Sum Trade PL (losers)$40,346.000
 Age

Num Months filled monthly returns table16
 Win / Loss

Sum Trade PL (winners)$48,112.000

# Winners702

Num Months Winners6
 Dividends

Dividends Received in Model Acct254
 Win / Loss

# Losers540

% Winners56.5%
 Frequency

Avg Position Time (mins)1909.42

Avg Position Time (hrs)31.82

Avg Trade Length1.3 days

Last Trade Ago245
 Leverage

Daily leverage (average)1.07

Daily leverage (max)1.72
 Regression

Alpha0.02

Beta0.01

Treynor Index1.50
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.10

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades26.636

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 strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.458

Avg(MAE) / Avg(PL)  Losing trades1.384

HoldandHope Ratio0.037
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.19059

SD0.13931

Sharpe ratio (Glass type estimate)1.36814

Sharpe ratio (Hedges UMVUE)1.21519

df7.00000

t1.11708

p0.15041

Lowerbound of 95% confidence interval for Sharpe Ratio1.17700

Upperbound of 95% confidence interval for Sharpe Ratio3.82553

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.26823

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.69861
 Statistics related to Sortino ratio

Sortino ratio6.50702

Upside Potential Ratio8.14141

Upside part of mean0.23847

Downside part of mean0.04787

Upside SD0.13839

Downside SD0.02929

N nonnegative terms5.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.49937

Mean of criterion0.19059

SD of predictor0.18936

SD of criterion0.13931

Covariance0.00515

r0.19525

b (slope, estimate of beta)0.14364

a (intercept, estimate of alpha)0.11886

Mean Square Error0.02178

DF error6.00000

t(b)0.48764

p(b)0.32156

t(a)0.51008

p(a)0.31411

Lowerbound of 95% confidence interval for beta0.57713

Upperbound of 95% confidence interval for beta0.86441

Lowerbound of 95% confidence interval for alpha0.45135

Upperbound of 95% confidence interval for alpha0.68908

Treynor index (mean / b)1.32690

Jensen alpha (a)0.11886
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18074

SD0.13345

Sharpe ratio (Glass type estimate)1.35431

Sharpe ratio (Hedges UMVUE)1.20290

df7.00000

t1.10579

p0.15268

Lowerbound of 95% confidence interval for Sharpe Ratio1.18847

Upperbound of 95% confidence interval for Sharpe Ratio3.81011

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.27887

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.68468
 Statistics related to Sortino ratio

Sortino ratio6.11877

Upside Potential Ratio7.75034

Upside part of mean0.22893

Downside part of mean0.04819

Upside SD0.13204

Downside SD0.02954

N nonnegative terms5.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.47375

Mean of criterion0.18074

SD of predictor0.18144

SD of criterion0.13345

Covariance0.00509

r0.21037

b (slope, estimate of beta)0.15474

a (intercept, estimate of alpha)0.10743

Mean Square Error0.01986

DF error6.00000

t(b)0.52710

p(b)0.30852

t(a)0.48468

p(a)0.32255

Lowerbound of 95% confidence interval for beta0.56360

Upperbound of 95% confidence interval for beta0.87307

Lowerbound of 95% confidence interval for alpha0.43494

Upperbound of 95% confidence interval for alpha0.64981

Treynor index (mean / b)1.16802

Jensen alpha (a)0.10743
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04716

Expected Shortfall on VaR0.06228
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00757

Expected Shortfall on VaR0.01575
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.97951

Quartile 10.99889

Median1.00464

Quartile 31.01787

Maximum1.10538

Mean of quarter 10.98754

Mean of quarter 21.00161

Mean of quarter 31.00692

Mean of quarter 41.07678

Inter Quartile Range0.01898

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.25000

Mean of outliers high1.07678
 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 observations2.00000

Minimum0.00444

Quartile 10.00845

Median0.01247

Quartile 30.01648

Maximum0.02049

Mean of quarter 10.00444

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.02049

Inter Quartile Range0.00803

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)0.22385

Compounded annual return (geometric extrapolation)0.23201

Calmar ratio (compounded annual return / max draw down)11.32210

Compounded annual return / average of 25% largest draw downs11.32210

Compounded annual return / Expected Shortfall lognormal3.72532

0.00000

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

Mean0.16811

SD0.10147

Sharpe ratio (Glass type estimate)1.65670

Sharpe ratio (Hedges UMVUE)1.65015

df190.00000

t1.41452

p0.44896

Lowerbound of 95% confidence interval for Sharpe Ratio0.64702

Upperbound of 95% confidence interval for Sharpe Ratio3.95610

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.65136

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.95166
 Statistics related to Sortino ratio

Sortino ratio2.36685

Upside Potential Ratio8.15379

Upside part of mean0.57913

Downside part of mean0.41102

Upside SD0.07284

Downside SD0.07103

N nonnegative terms77.00000

N negative terms114.00000
 Statistics related to linear regression on benchmark

N of observations191.00000

Mean of predictor0.52705

Mean of criterion0.16811

SD of predictor0.18531

SD of criterion0.10147

Covariance0.00023

r0.01243

b (slope, estimate of beta)0.00681

a (intercept, estimate of alpha)0.17200

Mean Square Error0.01035

DF error189.00000

t(b)0.17093

p(b)0.50791

t(a)1.41916

p(a)0.43474

Lowerbound of 95% confidence interval for beta0.08537

Upperbound of 95% confidence interval for beta0.07175

Lowerbound of 95% confidence interval for alpha0.06696

Upperbound of 95% confidence interval for alpha0.41034

Treynor index (mean / b)24.69420

Jensen alpha (a)0.17169
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16290

SD0.10176

Sharpe ratio (Glass type estimate)1.60076

Sharpe ratio (Hedges UMVUE)1.59444

df190.00000

t1.36676

p0.45066

Lowerbound of 95% confidence interval for Sharpe Ratio0.70247

Upperbound of 95% confidence interval for Sharpe Ratio3.89985

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.70668

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.89555
 Statistics related to Sortino ratio

Sortino ratio2.26748

Upside Potential Ratio8.02380

Upside part of mean0.57643

Downside part of mean0.41354

Upside SD0.07240

Downside SD0.07184

N nonnegative terms77.00000

N negative terms114.00000
 Statistics related to linear regression on benchmark

N of observations191.00000

Mean of predictor0.50939

Mean of criterion0.16290

SD of predictor0.18547

SD of criterion0.10176

Covariance0.00023

r0.01234

b (slope, estimate of beta)0.00677

a (intercept, estimate of alpha)0.16635

Mean Square Error0.01041

DF error189.00000

t(b)0.16968

p(b)0.50786

t(a)1.37241

p(a)0.43687

Lowerbound of 95% confidence interval for beta0.08549

Upperbound of 95% confidence interval for beta0.07195

Lowerbound of 95% confidence interval for alpha0.07275

Upperbound of 95% confidence interval for alpha0.40544

Treynor index (mean / b)24.05610

Jensen alpha (a)0.16635
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00967

Expected Shortfall on VaR0.01227
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00396

Expected Shortfall on VaR0.00848
 ORDER STATISTICS
 Quartiles of return rates

Number of observations191.00000

Minimum0.96119

Quartile 10.99939

Median1.00000

Quartile 31.00327

Maximum1.02147

Mean of quarter 10.99412

Mean of quarter 20.99989

Mean of quarter 31.00101

Mean of quarter 41.00798

Inter Quartile Range0.00388

Number outliers low14.00000

Percentage of outliers low0.07330

Mean of outliers low0.98677

Number of outliers high14.00000

Percentage of outliers high0.07330

Mean of outliers high1.01322
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.17892

VaR(95%) (moments method)0.00341

Expected Shortfall (moments method)0.00570

Extreme Value Index (regression method)0.34279

VaR(95%) (regression method)0.00469

Expected Shortfall (regression method)0.00950
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00029

Quartile 10.00628

Median0.01377

Quartile 30.03273

Maximum0.05106

Mean of quarter 10.00206

Mean of quarter 20.01368

Mean of quarter 30.01386

Mean of quarter 40.04504

Inter Quartile Range0.02644

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)0.20471

Compounded annual return (geometric extrapolation)0.21022

Calmar ratio (compounded annual return / max draw down)4.11743

Compounded annual return / average of 25% largest draw downs4.66788

Compounded annual return / Expected Shortfall lognormal17.13620

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

Mean0.12527

SD0.07399

Sharpe ratio (Glass type estimate)1.69323

Sharpe ratio (Hedges UMVUE)1.68344

df130.00000

t1.19730

p0.44778

Lowerbound of 95% confidence interval for Sharpe Ratio1.08935

Upperbound of 95% confidence interval for Sharpe Ratio4.46952

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.09590

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.46279
 Statistics related to Sortino ratio

Sortino ratio2.56296

Upside Potential Ratio8.20303

Upside part of mean0.40096

Downside part of mean0.27568

Upside SD0.05570

Downside SD0.04888

N nonnegative terms43.00000

N negative terms88.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.57855

Mean of criterion0.12527

SD of predictor0.19449

SD of criterion0.07399

Covariance0.00050

r0.03501

b (slope, estimate of beta)0.01332

a (intercept, estimate of alpha)0.13298

Mean Square Error0.00551

DF error129.00000

t(b)0.39790

p(b)0.52228

t(a)1.24580

p(a)0.43073

Lowerbound of 95% confidence interval for beta0.07955

Upperbound of 95% confidence interval for beta0.05291

Lowerbound of 95% confidence interval for alpha0.07821

Upperbound of 95% confidence interval for alpha0.34418

Treynor index (mean / b)9.40598

Jensen alpha (a)0.13298
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.12252

SD0.07399

Sharpe ratio (Glass type estimate)1.65574

Sharpe ratio (Hedges UMVUE)1.64617

df130.00000

t1.17079

p0.44893

Lowerbound of 95% confidence interval for Sharpe Ratio1.12651

Upperbound of 95% confidence interval for Sharpe Ratio4.43170

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.13285

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.42519
 Statistics related to Sortino ratio

Sortino ratio2.49107

Upside Potential Ratio8.12024

Upside part of mean0.39937

Downside part of mean0.27686

Upside SD0.05542

Downside SD0.04918

N nonnegative terms43.00000

N negative terms88.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.55911

Mean of criterion0.12252

SD of predictor0.19445

SD of criterion0.07399

Covariance0.00049

r0.03397

b (slope, estimate of beta)0.01293

a (intercept, estimate of alpha)0.12974

Mean Square Error0.00551

DF error129.00000

t(b)0.38600

p(b)0.52162

t(a)1.21659

p(a)0.43233

VAR (95 Confidence Intrvl)0.01000

Lowerbound of 95% confidence interval for beta0.07918

Upperbound of 95% confidence interval for beta0.05333

Lowerbound of 95% confidence interval for alpha0.08126

Upperbound of 95% confidence interval for alpha0.34074

Treynor index (mean / b)9.47873

Jensen alpha (a)0.12974
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00703

Expected Shortfall on VaR0.00892
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00287

Expected Shortfall on VaR0.00609
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98303

Quartile 10.99976

Median1.00000

Quartile 31.00176

Maximum1.01556

Mean of quarter 10.99611

Mean of quarter 20.99999

Mean of quarter 31.00026

Mean of quarter 41.00596

Inter Quartile Range0.00199

Number outliers low11.00000

Percentage of outliers low0.08397

Mean of outliers low0.99110

Number of outliers high18.00000

Percentage of outliers high0.13740

Mean of outliers high1.00845
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.06969

VaR(95%) (moments method)0.00235

Expected Shortfall (moments method)0.00352

Extreme Value Index (regression method)0.27773

VaR(95%) (regression method)0.00342

Expected Shortfall (regression method)0.00689
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00382

Quartile 10.01212

Median0.01368

Quartile 30.01386

Maximum0.03902

Mean of quarter 10.00797

Mean of quarter 20.01368

Mean of quarter 30.01386

Mean of quarter 40.03902

Inter Quartile Range0.00174

Number outliers low1.00000

Percentage of outliers low0.20000

Mean of outliers low0.00382

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high0.03902
 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?297252000

Max Equity Drawdown (num days)68
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.15623

Compounded annual return (geometric extrapolation)0.16233

Calmar ratio (compounded annual return / max draw down)4.16060

Compounded annual return / average of 25% largest draw downs4.16060

Compounded annual return / Expected Shortfall lognormal18.19710
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.
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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.