Pure AI Madness by FDG
(133373732)
Subscription terms. Subscriptions to this system cost $99.00 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.
Eventdriven
Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2021  +11.9%  +25.1%  (3.6%)  (7.9%)  +3.0%  +1.2%  +10.8%  +3.2%  +1.2%  +49.8% 
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  $50,000  
Buy Power  $49,366  
Cash  $1  
Equity  $1  
Cumulative $  $26,703  
Includes dividends and cashsettled expirations:  $46  Itemized 
Total System Equity  $76,703  
Margined  $1  
Open P/L  $5,619  
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 began1/14/2021

Suggested Minimum Cap$15,000

Strategy Age (days)248.75

Age8 months ago

What it tradesStocks

# Trades248

# Profitable157

% Profitable63.30%

Avg trade duration9.3 days

Max peaktovalley drawdown14.72%

drawdown periodMarch 01, 2021  May 10, 2021

Cumul. Return49.8%

Avg win$336.64

Avg loss$349.09
 Model Account Values (Raw)

Cash$43,166

Margin Used$0

Buying Power$49,366
 Ratios

W:L ratio1.67:1

Sharpe Ratio1.72

Sortino Ratio3.7

Calmar Ratio5.829
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)33.00%

Correlation to SP5000.12270

Return Percent SP500 (cumu) during strategy life16.79%
 Return Statistics

Ann Return (w trading costs)79.7%
 Slump

Current Slump as Pcnt Equity1.30%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.05%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.498%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)86.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss13.50%

Chance of 20% account loss1.00%

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 Automated94.35%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)866

Popularity (Last 6 weeks)956
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score967

Popularity (7 days, Percentile 1000 scale)858
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$349

Avg Win$372

Sum Trade PL (losers)$31,772.000
 AUM

AUM (AutoTrader num accounts)2
 Age

Num Months filled monthly returns table9
 Win / Loss

Sum Trade PL (winners)$58,429.000

# Winners157

Num Months Winners7
 Dividends

Dividends Received in Model Acct47
 AUM

AUM (AutoTrader live capital)2290830
 Win / Loss

# Losers91

% Winners63.3%
 Frequency

Avg Position Time (mins)13347.50

Avg Position Time (hrs)222.46

Avg Trade Length9.3 days

Last Trade Ago2
 Leverage

Daily leverage (average)1.16

Daily leverage (max)3.37
 Regression

Alpha0.17

Beta0.27

Treynor Index0.58
 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)1.38

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades4.670

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 trades0.374

Avg(MAE) / Avg(PL)  Losing trades1.752

HoldandHope Ratio0.292
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.62339

SD0.30640

Sharpe ratio (Glass type estimate)2.03454

Sharpe ratio (Hedges UMVUE)1.80709

df7.00000

t1.66120

p0.07032

Lowerbound of 95% confidence interval for Sharpe Ratio0.64299

Upperbound of 95% confidence interval for Sharpe Ratio4.59339

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.77327

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38744
 Statistics related to Sortino ratio

Sortino ratio5.33835

Upside Potential Ratio6.74199

Upside part of mean0.78730

Downside part of mean0.16391

Upside SD0.31764

Downside SD0.11678

N nonnegative terms6.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.22299

Mean of criterion0.62339

SD of predictor0.06454

SD of criterion0.30640

Covariance0.00463

r0.23406

b (slope, estimate of beta)1.11127

a (intercept, estimate of alpha)0.87119

Mean Square Error0.10353

DF error6.00000

t(b)0.58971

p(b)0.71155

t(a)1.51226

p(a)0.09061

Lowerbound of 95% confidence interval for beta5.72239

Upperbound of 95% confidence interval for beta3.49986

Lowerbound of 95% confidence interval for alpha0.53845

Upperbound of 95% confidence interval for alpha2.28083

Treynor index (mean / b)0.56097

Jensen alpha (a)0.87119
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.56888

SD0.29384

Sharpe ratio (Glass type estimate)1.93600

Sharpe ratio (Hedges UMVUE)1.71956

df7.00000

t1.58074

p0.07898

Lowerbound of 95% confidence interval for Sharpe Ratio0.71969

Upperbound of 95% confidence interval for Sharpe Ratio4.47693

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.84433

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.28345
 Statistics related to Sortino ratio

Sortino ratio4.65449

Upside Potential Ratio6.05165

Upside part of mean0.73964

Downside part of mean0.17076

Upside SD0.29594

Downside SD0.12222

N nonnegative terms6.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.21869

Mean of criterion0.56888

SD of predictor0.06304

SD of criterion0.29384

Covariance0.00486

r0.26241

b (slope, estimate of beta)1.22314

a (intercept, estimate of alpha)0.83637

Mean Square Error0.09380

DF error6.00000

t(b)0.66612

p(b)0.73495

t(a)1.52204

p(a)0.08941

Lowerbound of 95% confidence interval for beta5.71628

Upperbound of 95% confidence interval for beta3.27001

Lowerbound of 95% confidence interval for alpha0.50823

Upperbound of 95% confidence interval for alpha2.18098

Treynor index (mean / b)0.46510

Jensen alpha (a)0.83637
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08800

Expected Shortfall on VaR0.11933
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01849

Expected Shortfall on VaR0.04457
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.90819

Quartile 11.00983

Median1.05398

Quartile 31.10439

Maximum1.18640

Mean of quarter 10.94769

Mean of quarter 21.01833

Mean of quarter 31.09196

Mean of quarter 41.15913

Inter Quartile Range0.09456

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.09181

Quartile 10.09181

Median0.09181

Quartile 30.09181

Maximum0.09181

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)0.73295

Compounded annual return (geometric extrapolation)0.81627

Calmar ratio (compounded annual return / max draw down)8.89093

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

Compounded annual return / Expected Shortfall lognormal6.84037

0.00000

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

Mean0.59107

SD0.26713

Sharpe ratio (Glass type estimate)2.21270

Sharpe ratio (Hedges UMVUE)2.20326

df176.00000

t1.81869

p0.43209

Lowerbound of 95% confidence interval for Sharpe Ratio0.18611

Upperbound of 95% confidence interval for Sharpe Ratio4.60541

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.19240

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.59892
 Statistics related to Sortino ratio

Sortino ratio4.98966

Upside Potential Ratio13.06250

Upside part of mean1.54737

Downside part of mean0.95630

Upside SD0.24136

Downside SD0.11846

N nonnegative terms89.00000

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

N of observations177.00000

Mean of predictor0.20976

Mean of criterion0.59107

SD of predictor0.12490

SD of criterion0.26713

Covariance0.00384

r0.11497

b (slope, estimate of beta)0.24588

a (intercept, estimate of alpha)0.64300

Mean Square Error0.07082

DF error175.00000

t(b)1.53102

p(b)0.57303

t(a)1.97426

p(a)0.40637

Lowerbound of 95% confidence interval for beta0.56283

Upperbound of 95% confidence interval for beta0.07108

Lowerbound of 95% confidence interval for alpha0.00021

Upperbound of 95% confidence interval for alpha1.28508

Treynor index (mean / b)2.40394

Jensen alpha (a)0.64265
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.55612

SD0.26040

Sharpe ratio (Glass type estimate)2.13559

Sharpe ratio (Hedges UMVUE)2.12648

df176.00000

t1.75531

p0.43442

Lowerbound of 95% confidence interval for Sharpe Ratio0.26236

Upperbound of 95% confidence interval for Sharpe Ratio4.52763

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.26842

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.52139
 Statistics related to Sortino ratio

Sortino ratio4.65119

Upside Potential Ratio12.70800

Upside part of mean1.51941

Downside part of mean0.96330

Upside SD0.23305

Downside SD0.11956

N nonnegative terms89.00000

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

N of observations177.00000

Mean of predictor0.20189

Mean of criterion0.55612

SD of predictor0.12496

SD of criterion0.26040

Covariance0.00365

r0.11205

b (slope, estimate of beta)0.23350

a (intercept, estimate of alpha)0.60326

Mean Square Error0.06734

DF error175.00000

t(b)1.49166

p(b)0.57118

t(a)1.90122

p(a)0.40974

Lowerbound of 95% confidence interval for beta0.54243

Upperbound of 95% confidence interval for beta0.07544

Lowerbound of 95% confidence interval for alpha0.02297

Upperbound of 95% confidence interval for alpha1.22948

Treynor index (mean / b)2.38170

Jensen alpha (a)0.60326
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02405

Expected Shortfall on VaR0.03057
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00840

Expected Shortfall on VaR0.01626
 ORDER STATISTICS
 Quartiles of return rates

Number of observations177.00000

Minimum0.97180

Quartile 10.99548

Median1.00014

Quartile 31.00602

Maximum1.11495

Mean of quarter 10.98740

Mean of quarter 20.99842

Mean of quarter 31.00297

Mean of quarter 41.02100

Inter Quartile Range0.01054

Number outliers low8.00000

Percentage of outliers low0.04520

Mean of outliers low0.97650

Number of outliers high13.00000

Percentage of outliers high0.07345

Mean of outliers high1.04311
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.04110

VaR(95%) (moments method)0.01124

Expected Shortfall (moments method)0.01575

Extreme Value Index (regression method)0.38464

VaR(95%) (regression method)0.01304

Expected Shortfall (regression method)0.01577
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00152

Quartile 10.00304

Median0.00983

Quartile 30.02892

Maximum0.13609

Mean of quarter 10.00193

Mean of quarter 20.00597

Mean of quarter 30.01382

Mean of quarter 40.08594

Inter Quartile Range0.02588

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.20000

Mean of outliers high0.10191
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)6.64470

VaR(95%) (moments method)0.07990

Expected Shortfall (moments method)0.07990

Extreme Value Index (regression method)0.75579

VaR(95%) (regression method)0.12991

Expected Shortfall (regression method)0.14656
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.71601

Compounded annual return (geometric extrapolation)0.79324

Calmar ratio (compounded annual return / max draw down)5.82874

Compounded annual return / average of 25% largest draw downs9.22966

Compounded annual return / Expected Shortfall lognormal25.95070

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

Mean0.18644

SD0.17428

Sharpe ratio (Glass type estimate)1.06978

Sharpe ratio (Hedges UMVUE)1.06359

df130.00000

t0.75645

p0.46690

Lowerbound of 95% confidence interval for Sharpe Ratio1.70701

Upperbound of 95% confidence interval for Sharpe Ratio3.84258

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.71123

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.83841
 Statistics related to Sortino ratio

Sortino ratio1.64765

Upside Potential Ratio9.68715

Upside part of mean1.09617

Downside part of mean0.90973

Upside SD0.13218

Downside SD0.11316

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22723

Mean of criterion0.18644

SD of predictor0.10555

SD of criterion0.17428

Covariance0.00230

r0.12489

b (slope, estimate of beta)0.20620

a (intercept, estimate of alpha)0.23330

Mean Square Error0.03013

DF error129.00000

t(b)1.42963

p(b)0.57930

t(a)0.94198

p(a)0.44744

Lowerbound of 95% confidence interval for beta0.49158

Upperbound of 95% confidence interval for beta0.07917

Lowerbound of 95% confidence interval for alpha0.25672

Upperbound of 95% confidence interval for alpha0.72332

Treynor index (mean / b)0.90417

Jensen alpha (a)0.23330
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17134

SD0.17389

Sharpe ratio (Glass type estimate)0.98533

Sharpe ratio (Hedges UMVUE)0.97963

df130.00000

t0.69673

p0.46950

Lowerbound of 95% confidence interval for Sharpe Ratio1.79088

Upperbound of 95% confidence interval for Sharpe Ratio3.75791

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.79473

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.75400
 Statistics related to Sortino ratio

Sortino ratio1.50043

Upside Potential Ratio9.52288

Upside part of mean1.08745

Downside part of mean0.91611

Upside SD0.13069

Downside SD0.11419

N nonnegative terms70.00000

N negative terms61.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22158

Mean of criterion0.17134

SD of predictor0.10551

SD of criterion0.17389

Covariance0.00232

r0.12628

b (slope, estimate of beta)0.20813

a (intercept, estimate of alpha)0.21746

Mean Square Error0.02999

DF error129.00000

t(b)1.44588

p(b)0.58018

t(a)0.88053

p(a)0.45084

VAR (95 Confidence Intrvl)0.02400

Lowerbound of 95% confidence interval for beta0.49293

Upperbound of 95% confidence interval for beta0.07667

Lowerbound of 95% confidence interval for alpha0.27116

Upperbound of 95% confidence interval for alpha0.70608

Treynor index (mean / b)0.82324

Jensen alpha (a)0.21746
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01687

Expected Shortfall on VaR0.02127
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00766

Expected Shortfall on VaR0.01501
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97180

Quartile 10.99550

Median1.00038

Quartile 31.00553

Maximum1.03458

Mean of quarter 10.98801

Mean of quarter 20.99844

Mean of quarter 31.00312

Mean of quarter 41.01376

Inter Quartile Range0.01004

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97636

Number of outliers high6.00000

Percentage of outliers high0.04580

Mean of outliers high1.02833
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.12498

VaR(95%) (moments method)0.01126

Expected Shortfall (moments method)0.01661

Extreme Value Index (regression method)0.20722

VaR(95%) (regression method)0.01286

Expected Shortfall (regression method)0.01648
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00152

Quartile 10.00230

Median0.00475

Quartile 30.01083

Maximum0.11845

Mean of quarter 10.00164

Mean of quarter 20.00365

Mean of quarter 30.00811

Mean of quarter 40.06893

Inter Quartile Range0.00853

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.18182

Mean of outliers high0.09766
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)45.45880

VaR(95%) (moments method)0.03627

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.65377

VaR(95%) (regression method)0.15534

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.16207

Strat Max DD how much worse than SP500 max DD during strat life?319510000

Max Equity Drawdown (num days)70
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.20951

Compounded annual return (geometric extrapolation)0.22048

Calmar ratio (compounded annual return / max draw down)1.86138

Compounded annual return / average of 25% largest draw downs3.19884

Compounded annual return / Expected Shortfall lognormal10.36670
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.