Tactical Beta Nasdaq 100
(130165940)
Subscription terms. Subscriptions to this system cost $80.00 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 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  (2.7%)  +23.9%  +10.0%  (0.1%)  (0.1%)  +4.8%  +38.8%  
2021  +6.1%  (3%)  (4.4%)  +4.6%  +1.6%  +7.3%  +3.6%    +0.4%  +16.7% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $100,000  
Buy Power  $164,014  
Cash  $1  
Equity  $1  
Cumulative $  $64,014  
Total System Equity  $164,014  
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 began7/20/2020

Suggested Minimum Cap$100,000

Strategy Age (days)426.73

Age14 months ago

What it tradesFutures

# Trades30

# Profitable17

% Profitable56.70%

Avg trade duration5.5 days

Max peaktovalley drawdown20.17%

drawdown periodFeb 25, 2021  March 10, 2021

Annual Return (Compounded)50.6%

Avg win$6,642

Avg loss$3,761
 Model Account Values (Raw)

Cash$164,014

Margin Used$0

Buying Power$164,014
 Ratios

W:L ratio2.31:1

Sharpe Ratio1.41

Sortino Ratio2.11

Calmar Ratio2.861
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)25.66%

Correlation to SP5000.29050

Return Percent SP500 (cumu) during strategy life36.32%
 Return Statistics

Ann Return (w trading costs)50.6%
 Slump

Current Slump as Pcnt Equity0.80%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.12%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.506%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)52.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss21.00%

Chance of 20% account loss2.00%

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 Automated85.94%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)774

Popularity (Last 6 weeks)922
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score978

Popularity (7 days, Percentile 1000 scale)810
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$3,762

Avg Win$6,642

Sum Trade PL (losers)$48,904.000
 Age

Num Months filled monthly returns table15
 Win / Loss

Sum Trade PL (winners)$112,918.000

# Winners17

Num Months Winners9
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers13

% Winners56.7%
 Frequency

Avg Position Time (mins)7853.42

Avg Position Time (hrs)130.89

Avg Trade Length5.5 days

Last Trade Ago16
 Leverage

Daily leverage (average)2.49

Daily leverage (max)3.70
 Regression

Alpha0.07

Beta0.47

Treynor Index0.23
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)2.10

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades1.572

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 trades0.273

Avg(MAE) / Avg(PL)  Losing trades0.923

HoldandHope Ratio0.636
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.48161

SD0.42873

Sharpe ratio (Glass type estimate)1.12334

Sharpe ratio (Hedges UMVUE)1.05138

df12.00000

t1.16921

p0.34010

Lowerbound of 95% confidence interval for Sharpe Ratio0.83335

Upperbound of 95% confidence interval for Sharpe Ratio3.03630

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.87809

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.98086
 Statistics related to Sortino ratio

Sortino ratio2.59081

Upside Potential Ratio4.16619

Upside part of mean0.77446

Downside part of mean0.29285

Upside SD0.39299

Downside SD0.18589

N nonnegative terms7.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations13.00000

Mean of predictor0.26503

Mean of criterion0.48161

SD of predictor0.08814

SD of criterion0.42873

Covariance0.00701

r0.18545

b (slope, estimate of beta)0.90204

a (intercept, estimate of alpha)0.24254

Mean Square Error0.19362

DF error11.00000

t(b)0.62591

p(b)0.27207

t(a)0.42570

p(a)0.33927

Lowerbound of 95% confidence interval for beta2.26993

Upperbound of 95% confidence interval for beta4.07402

Lowerbound of 95% confidence interval for alpha1.01146

Upperbound of 95% confidence interval for alpha1.49654

Treynor index (mean / b)0.53391

Jensen alpha (a)0.24254
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.39469

SD0.40524

Sharpe ratio (Glass type estimate)0.97398

Sharpe ratio (Hedges UMVUE)0.91159

df12.00000

t1.01375

p0.35957

Lowerbound of 95% confidence interval for Sharpe Ratio0.96732

Upperbound of 95% confidence interval for Sharpe Ratio2.87688

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.00648

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.82965
 Statistics related to Sortino ratio

Sortino ratio1.96766

Upside Potential Ratio3.51936

Upside part of mean0.70595

Downside part of mean0.31126

Upside SD0.35261

Downside SD0.20059

N nonnegative terms7.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations13.00000

Mean of predictor0.25811

Mean of criterion0.39469

SD of predictor0.08630

SD of criterion0.40524

Covariance0.00753

r0.21527

b (slope, estimate of beta)1.01084

a (intercept, estimate of alpha)0.13378

Mean Square Error0.17084

DF error11.00000

t(b)0.73113

p(b)0.23999

t(a)0.25058

p(a)0.40338

Lowerbound of 95% confidence interval for beta2.03219

Upperbound of 95% confidence interval for beta4.05386

Lowerbound of 95% confidence interval for alpha1.04132

Upperbound of 95% confidence interval for alpha1.30889

Treynor index (mean / b)0.39046

Jensen alpha (a)0.13378
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.14745

Expected Shortfall on VaR0.18737
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05302

Expected Shortfall on VaR0.10851
 ORDER STATISTICS
 Quartiles of return rates

Number of observations13.00000

Minimum0.83381

Quartile 10.97789

Median1.03273

Quartile 31.05247

Maximum1.26940

Mean of quarter 10.92397

Mean of quarter 21.01120

Mean of quarter 31.04407

Mean of quarter 41.23012

Inter Quartile Range0.07458

Number outliers low1.00000

Percentage of outliers low0.07692

Mean of outliers low0.83381

Number of outliers high3.00000

Percentage of outliers high0.23077

Mean of outliers high1.23012
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.08456

VaR(95%) (moments method)0.06512

Expected Shortfall (moments method)0.08942

Extreme Value Index (regression method)0.69420

VaR(95%) (regression method)0.15087

Expected Shortfall (regression method)0.56736
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.05508

Quartile 10.08286

Median0.11064

Quartile 30.13842

Maximum0.16619

Mean of quarter 10.05508

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.16619

Inter Quartile Range0.05556

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)0.53595

Compounded annual return (geometric extrapolation)0.52592

Calmar ratio (compounded annual return / max draw down)3.16452

Compounded annual return / average of 25% largest draw downs3.16452

Compounded annual return / Expected Shortfall lognormal2.80681

0.00000

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

Mean0.42181

SD0.23908

Sharpe ratio (Glass type estimate)1.76428

Sharpe ratio (Hedges UMVUE)1.75961

df284.00000

t1.84009

p0.03340

Lowerbound of 95% confidence interval for Sharpe Ratio0.12203

Upperbound of 95% confidence interval for Sharpe Ratio3.64758

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.12516

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.64439
 Statistics related to Sortino ratio

Sortino ratio2.69941

Upside Potential Ratio7.65137

Upside part of mean1.19561

Downside part of mean0.77380

Upside SD0.18227

Downside SD0.15626

N nonnegative terms100.00000

N negative terms185.00000
 Statistics related to linear regression on benchmark

N of observations285.00000

Mean of predictor0.26805

Mean of criterion0.42181

SD of predictor0.14807

SD of criterion0.23908

Covariance0.01049

r0.29640

b (slope, estimate of beta)0.47858

a (intercept, estimate of alpha)0.29400

Mean Square Error0.05232

DF error283.00000

t(b)5.22088

p(b)0.00000

t(a)1.33003

p(a)0.09229

Lowerbound of 95% confidence interval for beta0.29815

Upperbound of 95% confidence interval for beta0.65902

Lowerbound of 95% confidence interval for alpha0.14088

Upperbound of 95% confidence interval for alpha0.72793

Treynor index (mean / b)0.88138

Jensen alpha (a)0.29353
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.39296

SD0.23923

Sharpe ratio (Glass type estimate)1.64261

Sharpe ratio (Hedges UMVUE)1.63827

df284.00000

t1.71319

p0.04388

Lowerbound of 95% confidence interval for Sharpe Ratio0.24284

Upperbound of 95% confidence interval for Sharpe Ratio3.52529

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24577

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.52231
 Statistics related to Sortino ratio

Sortino ratio2.45564

Upside Potential Ratio7.36936

Upside part of mean1.17928

Downside part of mean0.78632

Upside SD0.17892

Downside SD0.16003

N nonnegative terms100.00000

N negative terms185.00000
 Statistics related to linear regression on benchmark

N of observations285.00000

Mean of predictor0.25694

Mean of criterion0.39296

SD of predictor0.14837

SD of criterion0.23923

Covariance0.01050

r0.29569

b (slope, estimate of beta)0.47677

a (intercept, estimate of alpha)0.27046

Mean Square Error0.05241

DF error283.00000

t(b)5.20712

p(b)0.00000

t(a)1.22513

p(a)0.11077

Lowerbound of 95% confidence interval for beta0.29654

Upperbound of 95% confidence interval for beta0.65700

Lowerbound of 95% confidence interval for alpha0.16408

Upperbound of 95% confidence interval for alpha0.70500

Treynor index (mean / b)0.82422

Jensen alpha (a)0.27046
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02255

Expected Shortfall on VaR0.02856
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00784

Expected Shortfall on VaR0.01716
 ORDER STATISTICS
 Quartiles of return rates

Number of observations285.00000

Minimum0.93305

Quartile 11.00000

Median1.00000

Quartile 31.00311

Maximum1.06088

Mean of quarter 10.98858

Mean of quarter 21.00000

Mean of quarter 31.00069

Mean of quarter 41.01778

Inter Quartile Range0.00311

Number outliers low36.00000

Percentage of outliers low0.12632

Mean of outliers low0.97884

Number of outliers high50.00000

Percentage of outliers high0.17544

Mean of outliers high1.02303
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.57391

VaR(95%) (moments method)0.00518

Expected Shortfall (moments method)0.01576

Extreme Value Index (regression method)0.21925

VaR(95%) (regression method)0.01151

Expected Shortfall (regression method)0.02298
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations14.00000

Minimum0.00028

Quartile 10.00385

Median0.00826

Quartile 30.02964

Maximum0.18292

Mean of quarter 10.00172

Mean of quarter 20.00575

Mean of quarter 30.01068

Mean of quarter 40.10869

Inter Quartile Range0.02579

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.21429

Mean of outliers high0.13325
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)5.96097

VaR(95%) (moments method)0.08752

Expected Shortfall (moments method)0.08753

Extreme Value Index (regression method)0.99024

VaR(95%) (regression method)0.19489

Expected Shortfall (regression method)0.21363
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.53376

Compounded annual return (geometric extrapolation)0.52329

Calmar ratio (compounded annual return / max draw down)2.86075

Compounded annual return / average of 25% largest draw downs4.81469

Compounded annual return / Expected Shortfall lognormal18.32510

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

Mean0.38961

SD0.15606

Sharpe ratio (Glass type estimate)2.49658

Sharpe ratio (Hedges UMVUE)2.48215

df130.00000

t1.76535

p0.42350

Lowerbound of 95% confidence interval for Sharpe Ratio0.29640

Upperbound of 95% confidence interval for Sharpe Ratio5.28022

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.30603

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.27033
 Statistics related to Sortino ratio

Sortino ratio4.27545

Upside Potential Ratio10.15790

Upside part of mean0.92566

Downside part of mean0.53605

Upside SD0.12823

Downside SD0.09113

N nonnegative terms56.00000

N negative terms75.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22723

Mean of criterion0.38961

SD of predictor0.10555

SD of criterion0.15606

Covariance0.00475

r0.28824

b (slope, estimate of beta)0.42616

a (intercept, estimate of alpha)0.29278

Mean Square Error0.02250

DF error129.00000

t(b)3.41892

p(b)0.31907

t(a)1.36791

p(a)0.42406

Lowerbound of 95% confidence interval for beta0.17954

Upperbound of 95% confidence interval for beta0.67278

Lowerbound of 95% confidence interval for alpha0.13069

Upperbound of 95% confidence interval for alpha0.71625

Treynor index (mean / b)0.91424

Jensen alpha (a)0.29278
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.37727

SD0.15546

Sharpe ratio (Glass type estimate)2.42689

Sharpe ratio (Hedges UMVUE)2.41286

df130.00000

t1.71607

p0.42558

Lowerbound of 95% confidence interval for Sharpe Ratio0.36506

Upperbound of 95% confidence interval for Sharpe Ratio5.20974

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.37442

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.20014
 Statistics related to Sortino ratio

Sortino ratio4.09523

Upside Potential Ratio9.95910

Upside part of mean0.91748

Downside part of mean0.54021

Upside SD0.12664

Downside SD0.09212

N nonnegative terms56.00000

N negative terms75.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22158

Mean of criterion0.37727

SD of predictor0.10551

SD of criterion0.15546

Covariance0.00472

r0.28765

b (slope, estimate of beta)0.42382

a (intercept, estimate of alpha)0.28336

Mean Square Error0.02234

DF error129.00000

t(b)3.41130

p(b)0.31943

t(a)1.32937

p(a)0.42616

VAR (95 Confidence Intrvl)0.02300

Lowerbound of 95% confidence interval for beta0.17801

Upperbound of 95% confidence interval for beta0.66964

Lowerbound of 95% confidence interval for alpha0.13837

Upperbound of 95% confidence interval for alpha0.70509

Treynor index (mean / b)0.89016

Jensen alpha (a)0.28336
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01425

Expected Shortfall on VaR0.01820
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00504

Expected Shortfall on VaR0.01079
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96568

Quartile 10.99957

Median1.00000

Quartile 31.00342

Maximum1.03765

Mean of quarter 10.99214

Mean of quarter 20.99998

Mean of quarter 31.00144

Mean of quarter 41.01281

Inter Quartile Range0.00385

Number outliers low13.00000

Percentage of outliers low0.09924

Mean of outliers low0.98446

Number of outliers high17.00000

Percentage of outliers high0.12977

Mean of outliers high1.01921
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.06095

VaR(95%) (moments method)0.00328

Expected Shortfall (moments method)0.00477

Extreme Value Index (regression method)0.06316

VaR(95%) (regression method)0.00841

Expected Shortfall (regression method)0.01402
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00028

Quartile 10.00552

Median0.00952

Quartile 30.01710

Maximum0.09929

Mean of quarter 10.00274

Mean of quarter 20.00922

Mean of quarter 30.01536

Mean of quarter 40.05931

Inter Quartile Range0.01159

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.11111

Mean of outliers high0.09929
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.77974

VaR(95%) (moments method)0.06249

Expected Shortfall (moments method)0.29621

Extreme Value Index (regression method)4.16551

VaR(95%) (regression method)0.36137

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?294588000

Max Equity Drawdown (num days)13
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.44914

Compounded annual return (geometric extrapolation)0.49957

Calmar ratio (compounded annual return / max draw down)5.03144

Compounded annual return / average of 25% largest draw downs8.42295

Compounded annual return / Expected Shortfall lognormal27.45430
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.