Futures CMENYMEX
(132690186)
Subscription terms. Subscriptions to this system cost $150.00 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
Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and timeframes used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2020  +18.8%  +18.8%  
2021  +38.9%  +5.2%  +8.8%  +3.7%  (3%)  +11.9%  (9%)  +21.0%  (53.2%)  (7.8%) 
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  $20,846  
Cash  $36,206  
Equity  ($1,860)  
Cumulative $  $9,346  
Total System Equity  $34,346  
Margined  $13,500  
Open P/L  ($1,860) 
Trading Record
Statistics

Strategy began12/8/2020

Suggested Minimum Cap$30,000

Strategy Age (days)285.8

Age10 months ago

What it tradesFutures

# Trades951

# Profitable481

% Profitable50.60%

Avg trade duration2.7 hours

Max peaktovalley drawdown52.32%

drawdown periodSept 09, 2021  Sept 17, 2021

Cumul. Return9.5%

Avg win$281.15

Avg loss$267.84
 Model Account Values (Raw)

Cash$36,206

Margin Used$13,500

Buying Power$20,846
 Ratios

W:L ratio1.07:1

Sharpe Ratio0.5

Sortino Ratio0.67

Calmar Ratio1.102
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)10.24%

Correlation to SP5000.27240

Return Percent SP500 (cumu) during strategy life19.74%
 Return Statistics

Ann Return (w trading costs)12.2%
 Slump

Current Slump as Pcnt Equity103.80%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.03%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.095%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)49.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss79.00%

Chance of 20% account loss49.00%

Chance of 30% account loss28.00%

Chance of 40% account loss14.00%

Chance of 60% account loss (Monte Carlo)0.50%

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 Automated96.23%
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss3.50%
 Popularity

Popularity (Today)845

Popularity (Last 6 weeks)977
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score277

Popularity (7 days, Percentile 1000 scale)949
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$268

Avg Win$281

Sum Trade PL (losers)$125,865.000
 Age

Num Months filled monthly returns table10
 Win / Loss

Sum Trade PL (winners)$135,231.000

# Winners481

Num Months Winners7
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers470

% Winners50.6%
 Frequency

Avg Position Time (mins)159.52

Avg Position Time (hrs)2.66

Avg Trade Length0.1 days

Last Trade Ago3
 Leverage

Daily leverage (average)6.88

Daily leverage (max)45.94
 Regression

Alpha0.01

Beta1.11

Treynor Index0.07
 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)0.46

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades9.628

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 trades0.281

Avg(MAE) / Avg(PL)  Losing trades0.788

HoldandHope Ratio0.103
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.01390

SD0.64729

Sharpe ratio (Glass type estimate)1.56638

Sharpe ratio (Hedges UMVUE)1.41397

df8.00000

t1.35652

p0.10599

Lowerbound of 95% confidence interval for Sharpe Ratio0.86239

Upperbound of 95% confidence interval for Sharpe Ratio3.90902

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.95287

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.78082
 Statistics related to Sortino ratio

Sortino ratio5.44000

Upside Potential Ratio7.16748

Upside part of mean1.33587

Downside part of mean0.32197

Upside SD0.65066

Downside SD0.18638

N nonnegative terms5.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations9.00000

Mean of predictor0.22774

Mean of criterion1.01390

SD of predictor0.07021

SD of criterion0.64729

Covariance0.02201

r0.48432

b (slope, estimate of beta)4.46539

a (intercept, estimate of alpha)0.00306

Mean Square Error0.36652

DF error7.00000

t(b)1.46463

p(b)0.09322

t(a)0.00311

p(a)0.50120

Lowerbound of 95% confidence interval for beta2.74394

Upperbound of 95% confidence interval for beta11.67470

Lowerbound of 95% confidence interval for alpha2.33294

Upperbound of 95% confidence interval for alpha2.32681

Treynor index (mean / b)0.22706

Jensen alpha (a)0.00306
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.82274

SD0.56991

Sharpe ratio (Glass type estimate)1.44363

Sharpe ratio (Hedges UMVUE)1.30317

df8.00000

t1.25022

p0.12327

Lowerbound of 95% confidence interval for Sharpe Ratio0.96433

Upperbound of 95% confidence interval for Sharpe Ratio3.77096

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.04836

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.65469
 Statistics related to Sortino ratio

Sortino ratio4.14922

Upside Potential Ratio5.86416

Upside part of mean1.16279

Downside part of mean0.34005

Upside SD0.55299

Downside SD0.19829

N nonnegative terms5.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations9.00000

Mean of predictor0.22298

Mean of criterion0.82274

SD of predictor0.06906

SD of criterion0.56991

Covariance0.02023

r0.51392

b (slope, estimate of beta)4.24110

a (intercept, estimate of alpha)0.12293

Mean Square Error0.27316

DF error7.00000

t(b)1.58501

p(b)0.07849

t(a)0.14486

p(a)0.55555

Lowerbound of 95% confidence interval for beta2.08607

Upperbound of 95% confidence interval for beta10.56830

Lowerbound of 95% confidence interval for alpha2.12965

Upperbound of 95% confidence interval for alpha1.88379

Treynor index (mean / b)0.19399

Jensen alpha (a)0.12293
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.18294

Expected Shortfall on VaR0.23584
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05748

Expected Shortfall on VaR0.11320
 ORDER STATISTICS
 Quartiles of return rates

Number of observations9.00000

Minimum0.86548

Quartile 10.99038

Median1.01057

Quartile 31.19291

Maximum1.46377

Mean of quarter 10.92462

Mean of quarter 21.00228

Mean of quarter 31.14795

Mean of quarter 41.35354

Inter Quartile Range0.20253

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)43.77170

VaR(95%) (moments method)0.03314

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.46312

VaR(95%) (regression method)0.17569

Expected Shortfall (regression method)0.18342
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00601

Quartile 10.00782

Median0.00962

Quartile 30.10756

Maximum0.20550

Mean of quarter 10.00601

Mean of quarter 20.00962

Mean of quarter 30.00000

Mean of quarter 40.20550

Inter Quartile Range0.09974

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)1.19022

Compounded annual return (geometric extrapolation)1.34116

Calmar ratio (compounded annual return / max draw down)6.52637

Compounded annual return / average of 25% largest draw downs6.52637

Compounded annual return / Expected Shortfall lognormal5.68671

0.00000

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

Mean0.52763

SD0.53357

Sharpe ratio (Glass type estimate)0.98888

Sharpe ratio (Hedges UMVUE)0.98519

df201.00000

t0.86830

p0.46111

Lowerbound of 95% confidence interval for Sharpe Ratio1.24653

Upperbound of 95% confidence interval for Sharpe Ratio3.22195

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.24904

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.21941
 Statistics related to Sortino ratio

Sortino ratio1.51719

Upside Potential Ratio7.20652

Upside part of mean2.50623

Downside part of mean1.97859

Upside SD0.40423

Downside SD0.34777

N nonnegative terms114.00000

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

N of observations202.00000

Mean of predictor0.21332

Mean of criterion0.52763

SD of predictor0.12257

SD of criterion0.53357

Covariance0.01775

r0.27141

b (slope, estimate of beta)1.18147

a (intercept, estimate of alpha)0.27600

Mean Square Error0.26504

DF error200.00000

t(b)3.98799

p(b)0.36430

t(a)0.46736

p(a)0.48348

Lowerbound of 95% confidence interval for beta0.59728

Upperbound of 95% confidence interval for beta1.76567

Lowerbound of 95% confidence interval for alpha0.88724

Upperbound of 95% confidence interval for alpha1.43846

Treynor index (mean / b)0.44659

Jensen alpha (a)0.27561
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.38827

SD0.52690

Sharpe ratio (Glass type estimate)0.73689

Sharpe ratio (Hedges UMVUE)0.73414

df201.00000

t0.64704

p0.47099

Lowerbound of 95% confidence interval for Sharpe Ratio1.49728

Upperbound of 95% confidence interval for Sharpe Ratio2.96934

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.49916

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.96744
 Statistics related to Sortino ratio

Sortino ratio1.05578

Upside Potential Ratio6.61247

Upside part of mean2.43178

Downside part of mean2.04351

Upside SD0.37627

Downside SD0.36776

N nonnegative terms114.00000

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

N of observations202.00000

Mean of predictor0.20573

Mean of criterion0.38827

SD of predictor0.12261

SD of criterion0.52690

Covariance0.01749

r0.27078

b (slope, estimate of beta)1.16361

a (intercept, estimate of alpha)0.14888

Mean Square Error0.25855

DF error200.00000

t(b)3.97801

p(b)0.36461

t(a)0.25571

p(a)0.49096

Lowerbound of 95% confidence interval for beta0.58681

Upperbound of 95% confidence interval for beta1.74040

Lowerbound of 95% confidence interval for alpha0.99919

Upperbound of 95% confidence interval for alpha1.29695

Treynor index (mean / b)0.33368

Jensen alpha (a)0.14888
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05073

Expected Shortfall on VaR0.06349
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01539

Expected Shortfall on VaR0.03452
 ORDER STATISTICS
 Quartiles of return rates

Number of observations202.00000

Minimum0.85181

Quartile 10.99225

Median1.00187

Quartile 31.01024

Maximum1.25739

Mean of quarter 10.97172

Mean of quarter 20.99878

Mean of quarter 31.00518

Mean of quarter 41.03280

Inter Quartile Range0.01799

Number outliers low9.00000

Percentage of outliers low0.04455

Mean of outliers low0.91571

Number of outliers high11.00000

Percentage of outliers high0.05446

Mean of outliers high1.08014
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.63387

VaR(95%) (moments method)0.02831

Expected Shortfall (moments method)0.08406

Extreme Value Index (regression method)0.56679

VaR(95%) (regression method)0.02502

Expected Shortfall (regression method)0.06261
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations18.00000

Minimum0.00107

Quartile 10.02379

Median0.04140

Quartile 30.06393

Maximum0.46829

Mean of quarter 10.00710

Mean of quarter 20.03362

Mean of quarter 30.04857

Mean of quarter 40.16602

Inter Quartile Range0.04014

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.05556

Mean of outliers high0.46829
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.69216

VaR(95%) (moments method)0.19953

Expected Shortfall (moments method)0.66067

Extreme Value Index (regression method)1.70490

VaR(95%) (regression method)0.18843

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.49070

Compounded annual return (geometric extrapolation)0.51615

Calmar ratio (compounded annual return / max draw down)1.10221

Compounded annual return / average of 25% largest draw downs3.10905

Compounded annual return / Expected Shortfall lognormal8.13020

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

Mean0.53220

SD0.48424

Sharpe ratio (Glass type estimate)1.09904

Sharpe ratio (Hedges UMVUE)1.09269

df130.00000

t0.77714

p0.53400

Lowerbound of 95% confidence interval for Sharpe Ratio3.87202

Upperbound of 95% confidence interval for Sharpe Ratio1.67803

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.86768

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.68229
 Statistics related to Sortino ratio

Sortino ratio1.28675

Upside Potential Ratio4.45152

Upside part of mean1.84116

Downside part of mean2.37336

Upside SD0.25042

Downside SD0.41360

N nonnegative terms69.00000

N negative terms62.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22723

Mean of criterion0.53220

SD of predictor0.10555

SD of criterion0.48424

Covariance0.01368

r0.26757

b (slope, estimate of beta)1.22753

a (intercept, estimate of alpha)0.81113

Mean Square Error0.21939

DF error129.00000

t(b)3.15406

p(b)0.33171

t(a)1.21376

p(a)0.56752

Lowerbound of 95% confidence interval for beta0.45751

Upperbound of 95% confidence interval for beta1.99755

Lowerbound of 95% confidence interval for alpha2.13333

Upperbound of 95% confidence interval for alpha0.51107

Treynor index (mean / b)0.43355

Jensen alpha (a)0.81113
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.65506

SD0.50269

Sharpe ratio (Glass type estimate)1.30311

Sharpe ratio (Hedges UMVUE)1.29558

df130.00000

t0.92144

p0.54028

Lowerbound of 95% confidence interval for Sharpe Ratio4.07703

Upperbound of 95% confidence interval for Sharpe Ratio1.47563

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.07186

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.48069
 Statistics related to Sortino ratio

Sortino ratio1.49234

Upside Potential Ratio4.12488

Upside part of mean1.81061

Downside part of mean2.46567

Upside SD0.24439

Downside SD0.43895

N nonnegative terms69.00000

N negative terms62.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22158

Mean of criterion0.65506

SD of predictor0.10551

SD of criterion0.50269

Covariance0.01391

r0.26231

b (slope, estimate of beta)1.24975

a (intercept, estimate of alpha)0.93198

Mean Square Error0.23713

DF error129.00000

t(b)3.08739

p(b)0.33494

t(a)1.34198

p(a)0.57453

VAR (95 Confidence Intrvl)0.05100

Lowerbound of 95% confidence interval for beta0.44886

Upperbound of 95% confidence interval for beta2.05064

Lowerbound of 95% confidence interval for alpha2.30604

Upperbound of 95% confidence interval for alpha0.44207

Treynor index (mean / b)0.52415

Jensen alpha (a)0.93198
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05217

Expected Shortfall on VaR0.06433
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01957

Expected Shortfall on VaR0.04329
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.85181

Quartile 10.99120

Median1.00070

Quartile 31.00668

Maximum1.07193

Mean of quarter 10.96626

Mean of quarter 20.99803

Mean of quarter 31.00342

Mean of quarter 41.02476

Inter Quartile Range0.01548

Number outliers low9.00000

Percentage of outliers low0.06870

Mean of outliers low0.91670

Number of outliers high9.00000

Percentage of outliers high0.06870

Mean of outliers high1.05091
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.83069

VaR(95%) (moments method)0.03691

Expected Shortfall (moments method)0.21852

Extreme Value Index (regression method)0.84184

VaR(95%) (regression method)0.02786

Expected Shortfall (regression method)0.15736
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00107

Quartile 10.03258

Median0.04522

Quartile 30.09474

Maximum0.46829

Mean of quarter 10.01287

Mean of quarter 20.03915

Mean of quarter 30.04947

Mean of quarter 40.23040

Inter Quartile Range0.06216

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 high0.46829
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.68024

VaR(95%) (moments method)0.29794

Expected Shortfall (moments method)0.95783

Extreme Value Index (regression method)4.92754

VaR(95%) (regression method)1.47486

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?322209000

Max Equity Drawdown (num days)8
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.53834

Compounded annual return (geometric extrapolation)0.46589

Calmar ratio (compounded annual return / max draw down)0.99487

Compounded annual return / average of 25% largest draw downs2.02206

Compounded annual return / Expected Shortfall lognormal7.24202
Strategy Description
What amount of capital do I need for my strategy:
1.for IB brokerage (Interactive Brokers)  $2530K
2.for futures broker (Ninjatrader, AMP and similar)  $10K
strategy description, trades and news about the strategy  ...
on my Twitter account: @trade_investors
Small investor capitals are now connected to the strategy  about $10K in intraday brokerage and $30K in IB.
Intraday trades.
Transfers via clearing are very rare.
If there are transfers via clearing, then on very small positions, so there is no unnecessary risk.
On 20Jul2021, the strategy was changed from 100,000 to 50,000.
This does not affect your settings for autotrading.
To get a subscription discount, email me  belpolyg@gmail.com
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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Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
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Finally, please note that you can restore public visibility at any time.
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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.