SmartFutures
(132148218)
Subscription terms. Subscriptions to this system cost $295.00 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.
Short Term
Makes shortterm trades or bases analysis on shortterm market movements.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  

2020  +5.7%  +1.6%  +7.4%  
2021  +9.8%  +5.0%  +10.1%  (3.9%)  +10.6%  +3.4%  +2.4%  (0.2%)  (2%)  +39.6% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $25,000  
Buy Power  $39,207  
Cash  $1  
Equity  $1  
Cumulative $  $16,647  
Total System Equity  $41,647  
Margined  $1  
Open P/L  $191  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began11/9/2020

Suggested Minimum Cap$40,000

Strategy Age (days)314.76

Age11 months ago

What it tradesFutures

# Trades129

# Profitable101

% Profitable78.30%

Avg trade duration2.2 days

Max peaktovalley drawdown7.97%

drawdown periodMarch 29, 2021  April 16, 2021

Cumul. Return49.9%

Avg win$245.58

Avg loss$291.32
 Model Account Values (Raw)

Cash$42,655

Margin Used$2,440

Buying Power$39,207
 Ratios

W:L ratio3.04:1

Sharpe Ratio2.85

Sortino Ratio5.73

Calmar Ratio14.415
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)25.06%

Correlation to SP5000.11830

Return Percent SP500 (cumu) during strategy life24.86%
 Return Statistics

Ann Return (w trading costs)59.2%
 Slump

Current Slump as Pcnt Equity1.20%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.17%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.499%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)80.4%
 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)890

Popularity (Last 6 weeks)967
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score911

Popularity (7 days, Percentile 1000 scale)870
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$291

Avg Win$246

Sum Trade PL (losers)$8,142.000
 AUM

AUM (AutoTrader num accounts)3
 Age

Num Months filled monthly returns table11
 Win / Loss

Sum Trade PL (winners)$24,804.000

# Winners101

Num Months Winners8
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)123434
 Win / Loss

# Losers28

% Winners78.3%
 Frequency

Avg Position Time (mins)3097.02

Avg Position Time (hrs)51.62

Avg Trade Length2.2 days

Last Trade Ago0
 Leverage

Daily leverage (average)2.29

Daily leverage (max)12.80
 Regression

Alpha0.13

Beta0.14

Treynor Index0.97
 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)0.74

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades2.337

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 trades0.797

Avg(MAE) / Avg(PL)  Losing trades1.300

HoldandHope Ratio0.425
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.63028

SD0.17685

Sharpe ratio (Glass type estimate)3.56400

Sharpe ratio (Hedges UMVUE)3.25705

df9.00000

t3.25348

p0.00497

Lowerbound of 95% confidence interval for Sharpe Ratio0.81220

Upperbound of 95% confidence interval for Sharpe Ratio6.19314

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.63527

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.87883
 Statistics related to Sortino ratio

Sortino ratio21.26680

Upside Potential Ratio22.36230

Upside part of mean0.66274

Downside part of mean0.03247

Upside SD0.24571

Downside SD0.02964

N nonnegative terms9.00000

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

N of observations10.00000

Mean of predictor0.25300

Mean of criterion0.63028

SD of predictor0.06236

SD of criterion0.17685

Covariance0.00559

r0.50648

b (slope, estimate of beta)1.43637

a (intercept, estimate of alpha)0.99367

Mean Square Error0.02616

DF error8.00000

t(b)1.66138

p(b)0.93239

t(a)3.53011

p(a)0.00387

Lowerbound of 95% confidence interval for beta3.43006

Upperbound of 95% confidence interval for beta0.55732

Lowerbound of 95% confidence interval for alpha0.34457

Upperbound of 95% confidence interval for alpha1.64278

Treynor index (mean / b)0.43880

Jensen alpha (a)0.99367
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.60042

SD0.16586

Sharpe ratio (Glass type estimate)3.62003

Sharpe ratio (Hedges UMVUE)3.30826

df9.00000

t3.30462

p0.00458

Lowerbound of 95% confidence interval for Sharpe Ratio0.85256

Upperbound of 95% confidence interval for Sharpe Ratio6.26444

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.67283

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.94368
 Statistics related to Sortino ratio

Sortino ratio20.03150

Upside Potential Ratio21.12690

Upside part of mean0.63326

Downside part of mean0.03283

Upside SD0.23217

Downside SD0.02997

N nonnegative terms9.00000

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

N of observations10.00000

Mean of predictor0.24811

Mean of criterion0.60042

SD of predictor0.06116

SD of criterion0.16586

Covariance0.00511

r0.50417

b (slope, estimate of beta)1.36727

a (intercept, estimate of alpha)0.93966

Mean Square Error0.02308

DF error8.00000

t(b)1.65125

p(b)0.93135

t(a)3.55399

p(a)0.00373

Lowerbound of 95% confidence interval for beta3.27671

Upperbound of 95% confidence interval for beta0.54216

Lowerbound of 95% confidence interval for alpha0.32996

Upperbound of 95% confidence interval for alpha1.54936

Treynor index (mean / b)0.43914

Jensen alpha (a)0.93966
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02831

Expected Shortfall on VaR0.04741
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00122

Expected Shortfall on VaR0.00490
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.97527

Quartile 11.02991

Median1.04927

Quartile 31.07209

Maximum1.16029

Mean of quarter 11.00471

Mean of quarter 21.03723

Mean of quarter 31.06241

Mean of quarter 41.11170

Inter Quartile Range0.04218

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.10000

Mean of outliers high1.16029
 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 observations1.00000

Minimum0.02473

Quartile 10.02473

Median0.02473

Quartile 30.02473

Maximum0.02473

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)0.82573

Compounded annual return (geometric extrapolation)0.87448

Calmar ratio (compounded annual return / max draw down)35.36680

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

Compounded annual return / Expected Shortfall lognormal18.44510

0.00000

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

Mean0.58321

SD0.13314

Sharpe ratio (Glass type estimate)4.38049

Sharpe ratio (Hedges UMVUE)4.36567

df222.00000

t4.04133

p0.00004

Lowerbound of 95% confidence interval for Sharpe Ratio2.21263

Upperbound of 95% confidence interval for Sharpe Ratio6.53889

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.20276

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.52858
 Statistics related to Sortino ratio

Sortino ratio9.64452

Upside Potential Ratio16.62900

Upside part of mean1.00557

Downside part of mean0.42235

Upside SD0.12364

Downside SD0.06047

N nonnegative terms127.00000

N negative terms96.00000
 Statistics related to linear regression on benchmark

N of observations223.00000

Mean of predictor0.24050

Mean of criterion0.58321

SD of predictor0.12245

SD of criterion0.13314

Covariance0.00174

r0.10664

b (slope, estimate of beta)0.11595

a (intercept, estimate of alpha)0.55500

Mean Square Error0.01760

DF error221.00000

t(b)1.59446

p(b)0.05613

t(a)3.83320

p(a)0.00008

Lowerbound of 95% confidence interval for beta0.02736

Upperbound of 95% confidence interval for beta0.25927

Lowerbound of 95% confidence interval for alpha0.26982

Upperbound of 95% confidence interval for alpha0.84083

Treynor index (mean / b)5.02980

Jensen alpha (a)0.55532
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.57379

SD0.13204

Sharpe ratio (Glass type estimate)4.34538

Sharpe ratio (Hedges UMVUE)4.33069

df222.00000

t4.00894

p0.00004

Lowerbound of 95% confidence interval for Sharpe Ratio2.17821

Upperbound of 95% confidence interval for Sharpe Ratio6.50318

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.16839

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.49299
 Statistics related to Sortino ratio

Sortino ratio9.42709

Upside Potential Ratio16.39580

Upside part of mean0.99794

Downside part of mean0.42415

Upside SD0.12211

Downside SD0.06087

N nonnegative terms127.00000

N negative terms96.00000
 Statistics related to linear regression on benchmark

N of observations223.00000

Mean of predictor0.23290

Mean of criterion0.57379

SD of predictor0.12246

SD of criterion0.13204

Covariance0.00167

r0.10346

b (slope, estimate of beta)0.11156

a (intercept, estimate of alpha)0.54780

Mean Square Error0.01733

DF error221.00000

t(b)1.54637

p(b)0.06172

t(a)3.81304

p(a)0.00009

Lowerbound of 95% confidence interval for beta0.03062

Upperbound of 95% confidence interval for beta0.25373

Lowerbound of 95% confidence interval for alpha0.26467

Upperbound of 95% confidence interval for alpha0.83094

Treynor index (mean / b)5.14343

Jensen alpha (a)0.54780
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01117

Expected Shortfall on VaR0.01453
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00332

Expected Shortfall on VaR0.00702
 ORDER STATISTICS
 Quartiles of return rates

Number of observations223.00000

Minimum0.97538

Quartile 10.99835

Median1.00109

Quartile 31.00516

Maximum1.05147

Mean of quarter 10.99421

Mean of quarter 20.99974

Mean of quarter 31.00272

Mean of quarter 41.01266

Inter Quartile Range0.00681

Number outliers low7.00000

Percentage of outliers low0.03139

Mean of outliers low0.98470

Number of outliers high14.00000

Percentage of outliers high0.06278

Mean of outliers high1.02360
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.35944

VaR(95%) (moments method)0.00532

Expected Shortfall (moments method)0.01002

Extreme Value Index (regression method)0.32934

VaR(95%) (regression method)0.00510

Expected Shortfall (regression method)0.00920
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations30.00000

Minimum0.00022

Quartile 10.00153

Median0.00348

Quartile 30.01138

Maximum0.05725

Mean of quarter 10.00074

Mean of quarter 20.00264

Mean of quarter 30.00646

Mean of quarter 40.02964

Inter Quartile Range0.00985

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.13333

Mean of outliers high0.04279
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.47027

VaR(95%) (moments method)0.02834

Expected Shortfall (moments method)0.03343

Extreme Value Index (regression method)0.89525

VaR(95%) (regression method)0.02250

Expected Shortfall (regression method)0.02407
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.78581

Compounded annual return (geometric extrapolation)0.82521

Calmar ratio (compounded annual return / max draw down)14.41500

Compounded annual return / average of 25% largest draw downs27.84460

Compounded annual return / Expected Shortfall lognormal56.80900

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

Mean0.29384

SD0.10285

Sharpe ratio (Glass type estimate)2.85698

Sharpe ratio (Hedges UMVUE)2.84046

df130.00000

t2.02019

p0.41277

Lowerbound of 95% confidence interval for Sharpe Ratio0.05815

Upperbound of 95% confidence interval for Sharpe Ratio5.64510

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.04724

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.63369
 Statistics related to Sortino ratio

Sortino ratio5.19738

Upside Potential Ratio12.50120

Upside part of mean0.70677

Downside part of mean0.41293

Upside SD0.08735

Downside SD0.05654

N nonnegative terms68.00000

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

N of observations131.00000

Mean of predictor0.22723

Mean of criterion0.29384

SD of predictor0.10555

SD of criterion0.10285

Covariance0.00201

r0.18504

b (slope, estimate of beta)0.18030

a (intercept, estimate of alpha)0.25287

Mean Square Error0.01030

DF error129.00000

t(b)2.13859

p(b)0.38288

t(a)1.74675

p(a)0.40360

Lowerbound of 95% confidence interval for beta0.01349

Upperbound of 95% confidence interval for beta0.34711

Lowerbound of 95% confidence interval for alpha0.03355

Upperbound of 95% confidence interval for alpha0.53929

Treynor index (mean / b)1.62971

Jensen alpha (a)0.25287
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.28842

SD0.10252

Sharpe ratio (Glass type estimate)2.81324

Sharpe ratio (Hedges UMVUE)2.79698

df130.00000

t1.98926

p0.41406

Lowerbound of 95% confidence interval for Sharpe Ratio0.01519

Upperbound of 95% confidence interval for Sharpe Ratio5.60071

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00440

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.58955
 Statistics related to Sortino ratio

Sortino ratio5.07405

Upside Potential Ratio12.36610

Upside part of mean0.70291

Downside part of mean0.41450

Upside SD0.08670

Downside SD0.05684

N nonnegative terms68.00000

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

N of observations131.00000

Mean of predictor0.22158

Mean of criterion0.28842

SD of predictor0.10551

SD of criterion0.10252

Covariance0.00198

r0.18337

b (slope, estimate of beta)0.17818

a (intercept, estimate of alpha)0.24894

Mean Square Error0.01024

DF error129.00000

t(b)2.11861

p(b)0.38392

t(a)1.72527

p(a)0.40475

VAR (95 Confidence Intrvl)0.01100

Lowerbound of 95% confidence interval for beta0.01178

Upperbound of 95% confidence interval for beta0.34458

Lowerbound of 95% confidence interval for alpha0.03654

Upperbound of 95% confidence interval for alpha0.53442

Treynor index (mean / b)1.61871

Jensen alpha (a)0.24894
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00927

Expected Shortfall on VaR0.01189
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00352

Expected Shortfall on VaR0.00717
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98407

Quartile 10.99826

Median1.00043

Quartile 31.00325

Maximum1.02369

Mean of quarter 10.99452

Mean of quarter 20.99946

Mean of quarter 31.00165

Mean of quarter 41.00931

Inter Quartile Range0.00499

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.98645

Number of outliers high11.00000

Percentage of outliers high0.08397

Mean of outliers high1.01554
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.51496

VaR(95%) (moments method)0.00579

Expected Shortfall (moments method)0.01334

Extreme Value Index (regression method)0.31220

VaR(95%) (regression method)0.00406

Expected Shortfall (regression method)0.00662
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00022

Quartile 10.00101

Median0.00277

Quartile 30.01823

Maximum0.05725

Mean of quarter 10.00036

Mean of quarter 20.00197

Mean of quarter 30.00795

Mean of quarter 40.03317

Inter Quartile Range0.01721

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.06250

Mean of outliers high0.05725
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.89006

VaR(95%) (moments method)0.03652

Expected Shortfall (moments method)0.04032

Extreme Value Index (regression method)0.33333

VaR(95%) (regression method)0.03982

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.06636

Strat Max DD how much worse than SP500 max DD during strat life?290242000

Max Equity Drawdown (num days)18
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.34271

Compounded annual return (geometric extrapolation)0.37208

Calmar ratio (compounded annual return / max draw down)6.49959

Compounded annual return / average of 25% largest draw downs11.21680

Compounded annual return / Expected Shortfall lognormal31.29320
Strategy Description
We switch between long and short positions or go back to cash entirely. Holding times will vary between a couple of minutes up to a couple of days.
Subscribe to this strategy now for $475/month.
Be sure to also check out our other trading strategies on Collective2:
'VIXPro Volatility Fund': Our flagship algorithmic volatility trading strategy
collective2.com/details/133141816
'EliteSPX': Our algorithmic ES/MES Futures trading strategy
collective2.com/details/125237603
VIXPro
Twitter: @TheVIXPro
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.