Gi capital
(134741245)
Subscription terms. Subscriptions to this system cost $277.00 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 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  (0.9%)  +10.2%  +17.2%  (0.6%)  +16.7%  (25%)  +5.9%  +18.2% 
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  $10,000  
Buy Power  $1,626  
Cash  $14,288  
Equity  ($5,321)  
Cumulative $  $4,435  
Includes dividends and cashsettled expirations:  ($5)  Itemized 
Total System Equity  $14,435  
Margined  $7,340  
Open P/L  ($5,321) 
Trading Record
Statistics

Strategy began3/19/2021

Suggested Minimum Cap$35,000

Strategy Age (days)184.51

Age6 months ago

What it tradesStocks

# Trades175

# Profitable123

% Profitable70.30%

Avg trade duration28.4 days

Max peaktovalley drawdown31.94%

drawdown periodJuly 15, 2021  Aug 30, 2021

Cumul. Return18.2%

Avg win$84.51

Avg loss$114.54
 Model Account Values (Raw)

Cash$14,288

Margin Used$7,340

Buying Power$1,626
 Ratios

W:L ratio1.75:1

Sharpe Ratio0.94

Sortino Ratio1.38

Calmar Ratio4.495
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)4.89%

Correlation to SP5000.07690

Return Percent SP500 (cumu) during strategy life13.29%
 Return Statistics

Ann Return (w trading costs)38.4%
 Slump

Current Slump as Pcnt Equity37.60%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.36%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.182%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)105.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss49.00%

Chance of 20% account loss18.00%

Chance of 30% account loss5.50%

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)0

Popularity (Last 6 weeks)877
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score160

Popularity (7 days, Percentile 1000 scale)307
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$115

Avg Win$85

Sum Trade PL (losers)$5,956.000
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$10,395.000

# Winners123

Num Months Winners5
 Dividends

Dividends Received in Model Acct5
 Win / Loss

# Losers52

% Winners70.3%
 Frequency

Avg Position Time (mins)40908.40

Avg Position Time (hrs)681.81

Avg Trade Length28.4 days

Last Trade Ago4
 Leverage

Daily leverage (average)1.13

Daily leverage (max)2.40
 Regression

Alpha0.14

Beta0.29

Treynor Index0.42
 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)0.26

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades12.725

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 strat0.03

Avg(MAE) / Avg(PL)  Winning trades2.135

Avg(MAE) / Avg(PL)  Losing trades1.938

HoldandHope Ratio0.106
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.82488

SD0.49975

Sharpe ratio (Glass type estimate)1.65059

Sharpe ratio (Hedges UMVUE)1.38773

df5.00000

t1.16714

p0.14789

Lowerbound of 95% confidence interval for Sharpe Ratio1.36461

Upperbound of 95% confidence interval for Sharpe Ratio4.52538

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.51446

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.28992
 Statistics related to Sortino ratio

Sortino ratio5.27177

Upside Potential Ratio7.09266

Upside part of mean1.10980

Downside part of mean0.28492

Upside SD0.49025

Downside SD0.15647

N nonnegative terms3.00000

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

N of observations6.00000

Mean of predictor0.22586

Mean of criterion0.82488

SD of predictor0.06497

SD of criterion0.49975

Covariance0.01030

r0.31717

b (slope, estimate of beta)2.43958

a (intercept, estimate of alpha)1.37588

Mean Square Error0.28078

DF error4.00000

t(b)0.66888

p(b)0.72990

t(a)1.23550

p(a)0.14212

Lowerbound of 95% confidence interval for beta12.56790

Upperbound of 95% confidence interval for beta7.68879

Lowerbound of 95% confidence interval for alpha1.71663

Upperbound of 95% confidence interval for alpha4.46840

Treynor index (mean / b)0.33813

Jensen alpha (a)1.37588
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.70610

SD0.46340

Sharpe ratio (Glass type estimate)1.52371

Sharpe ratio (Hedges UMVUE)1.28106

df5.00000

t1.07743

p0.16525

Lowerbound of 95% confidence interval for Sharpe Ratio1.46234

Upperbound of 95% confidence interval for Sharpe Ratio4.37776

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.60222

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.16435
 Statistics related to Sortino ratio

Sortino ratio4.29925

Upside Potential Ratio6.10940

Upside part of mean1.00339

Downside part of mean0.29729

Upside SD0.43992

Downside SD0.16424

N nonnegative terms3.00000

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

N of observations6.00000

Mean of predictor0.22158

Mean of criterion0.70610

SD of predictor0.06298

SD of criterion0.46340

Covariance0.00866

r0.29682

b (slope, estimate of beta)2.18405

a (intercept, estimate of alpha)1.19004

Mean Square Error0.24478

DF error4.00000

t(b)0.62166

p(b)0.71608

t(a)1.13695

p(a)0.15952

Lowerbound of 95% confidence interval for beta11.94030

Upperbound of 95% confidence interval for beta7.57222

Lowerbound of 95% confidence interval for alpha1.71663

Upperbound of 95% confidence interval for alpha4.09672

Treynor index (mean / b)0.32330

Jensen alpha (a)1.19004
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.14888

Expected Shortfall on VaR0.19417
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05506

Expected Shortfall on VaR0.10344
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.89783

Quartile 10.97468

Median1.04219

Quartile 31.18015

Maximum1.26588

Mean of quarter 10.93192

Mean of quarter 21.00069

Mean of quarter 31.08370

Mean of quarter 41.23909

Inter Quartile Range0.20547

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

Minimum0.13269

Quartile 10.13269

Median0.13269

Quartile 30.13269

Maximum0.13269

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)0.88680

Compounded annual return (geometric extrapolation)1.08340

Calmar ratio (compounded annual return / max draw down)8.16512

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

Compounded annual return / Expected Shortfall lognormal5.57953

0.00000

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

Mean0.77045

SD0.35769

Sharpe ratio (Glass type estimate)2.15393

Sharpe ratio (Hedges UMVUE)2.14148

df130.00000

t1.52306

p0.43380

Lowerbound of 95% confidence interval for Sharpe Ratio0.63421

Upperbound of 95% confidence interval for Sharpe Ratio4.93396

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.64252

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.92549
 Statistics related to Sortino ratio

Sortino ratio3.41332

Upside Potential Ratio11.17370

Upside part of mean2.52212

Downside part of mean1.75167

Upside SD0.27980

Downside SD0.22572

N nonnegative terms67.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22723

Mean of criterion0.77045

SD of predictor0.10555

SD of criterion0.35769

Covariance0.00472

r0.12511

b (slope, estimate of beta)0.42396

a (intercept, estimate of alpha)0.86700

Mean Square Error0.12692

DF error129.00000

t(b)1.43221

p(b)0.57944

t(a)1.70528

p(a)0.40582

Lowerbound of 95% confidence interval for beta1.00964

Upperbound of 95% confidence interval for beta0.16172

Lowerbound of 95% confidence interval for alpha0.13889

Upperbound of 95% confidence interval for alpha1.87245

Treynor index (mean / b)1.81726

Jensen alpha (a)0.86678
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.70610

SD0.35682

Sharpe ratio (Glass type estimate)1.97885

Sharpe ratio (Hedges UMVUE)1.96741

df130.00000

t1.39926

p0.43910

Lowerbound of 95% confidence interval for Sharpe Ratio0.80713

Upperbound of 95% confidence interval for Sharpe Ratio4.75732

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.81469

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.74951
 Statistics related to Sortino ratio

Sortino ratio3.06487

Upside Potential Ratio10.78090

Upside part of mean2.48375

Downside part of mean1.77766

Upside SD0.27418

Downside SD0.23038

N nonnegative terms67.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22158

Mean of criterion0.70610

SD of predictor0.10551

SD of criterion0.35682

Covariance0.00459

r0.12197

b (slope, estimate of beta)0.41248

a (intercept, estimate of alpha)0.79749

Mean Square Error0.12640

DF error129.00000

t(b)1.39570

p(b)0.57745

t(a)1.57285

p(a)0.41295

Lowerbound of 95% confidence interval for beta0.99721

Upperbound of 95% confidence interval for beta0.17224

Lowerbound of 95% confidence interval for alpha0.20569

Upperbound of 95% confidence interval for alpha1.80068

Treynor index (mean / b)1.71182

Jensen alpha (a)0.79749
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03301

Expected Shortfall on VaR0.04184
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01515

Expected Shortfall on VaR0.03003
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.93484

Quartile 10.99231

Median1.00072

Quartile 31.01474

Maximum1.06964

Mean of quarter 10.97622

Mean of quarter 20.99747

Mean of quarter 31.00827

Mean of quarter 41.03038

Inter Quartile Range0.02243

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.94671

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.05988
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.35626

VaR(95%) (moments method)0.02078

Expected Shortfall (moments method)0.02521

Extreme Value Index (regression method)0.25427

VaR(95%) (regression method)0.02173

Expected Shortfall (regression method)0.02725
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00122

Quartile 10.01134

Median0.03983

Quartile 30.12355

Maximum0.24102

Mean of quarter 10.00535

Mean of quarter 20.02849

Mean of quarter 30.10894

Mean of quarter 40.18337

Inter Quartile Range0.11221

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)0.28809

VaR(95%) (moments method)0.20247

Expected Shortfall (moments method)0.29390

Extreme Value Index (regression method)4.73799

VaR(95%) (regression method)0.77286

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.88680

Compounded annual return (geometric extrapolation)1.08340

Calmar ratio (compounded annual return / max draw down)4.49505

Compounded annual return / average of 25% largest draw downs5.90837

Compounded annual return / Expected Shortfall lognormal25.89240

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

Mean0.77045

SD0.35769

Sharpe ratio (Glass type estimate)2.15393

Sharpe ratio (Hedges UMVUE)2.14148

df130.00000

t1.52306

p0.43380

Lowerbound of 95% confidence interval for Sharpe Ratio0.63421

Upperbound of 95% confidence interval for Sharpe Ratio4.93396

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.64252

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.92549
 Statistics related to Sortino ratio

Sortino ratio3.41332

Upside Potential Ratio11.17370

Upside part of mean2.52212

Downside part of mean1.75167

Upside SD0.27980

Downside SD0.22572

N nonnegative terms67.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22723

Mean of criterion0.77045

SD of predictor0.10555

SD of criterion0.35769

Covariance0.00472

r0.12511

b (slope, estimate of beta)0.42396

a (intercept, estimate of alpha)0.86678

Mean Square Error0.12692

DF error129.00000

t(b)1.43221

p(b)0.57944

t(a)1.70528

p(a)0.40582

Lowerbound of 95% confidence interval for beta1.00964

Upperbound of 95% confidence interval for beta0.16172

Lowerbound of 95% confidence interval for alpha0.13889

Upperbound of 95% confidence interval for alpha1.87245

Treynor index (mean / b)1.81726

Jensen alpha (a)0.86678
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.70610

SD0.35682

Sharpe ratio (Glass type estimate)1.97885

Sharpe ratio (Hedges UMVUE)1.96741

df130.00000

t1.39926

p0.43910

Lowerbound of 95% confidence interval for Sharpe Ratio0.80713

Upperbound of 95% confidence interval for Sharpe Ratio4.75732

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.81469

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.74951
 Statistics related to Sortino ratio

Sortino ratio3.06487

Upside Potential Ratio10.78090

Upside part of mean2.48375

Downside part of mean1.77766

Upside SD0.27418

Downside SD0.23038

N nonnegative terms67.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.22158

Mean of criterion0.70610

SD of predictor0.10551

SD of criterion0.35682

Covariance0.00459

r0.12197

b (slope, estimate of beta)0.41248

a (intercept, estimate of alpha)0.79749

Mean Square Error0.12640

DF error129.00000

t(b)1.39570

p(b)0.57745

t(a)1.57285

p(a)0.41295

VAR (95 Confidence Intrvl)0.03300

Lowerbound of 95% confidence interval for beta0.99721

Upperbound of 95% confidence interval for beta0.17224

Lowerbound of 95% confidence interval for alpha0.20569

Upperbound of 95% confidence interval for alpha1.80068

Treynor index (mean / b)1.71182

Jensen alpha (a)0.79749
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03301

Expected Shortfall on VaR0.04184
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01515

Expected Shortfall on VaR0.03003
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.93484

Quartile 10.99231

Median1.00072

Quartile 31.01474

Maximum1.06964

Mean of quarter 10.97622

Mean of quarter 20.99747

Mean of quarter 31.00827

Mean of quarter 41.03038

Inter Quartile Range0.02243

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.94671

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.05988
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.35626

VaR(95%) (moments method)0.02078

Expected Shortfall (moments method)0.02521

Extreme Value Index (regression method)0.25427

VaR(95%) (regression method)0.02173

Expected Shortfall (regression method)0.02725
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00122

Quartile 10.01134

Median0.03983

Quartile 30.12355

Maximum0.24102

Mean of quarter 10.00535

Mean of quarter 20.02849

Mean of quarter 30.10894

Mean of quarter 40.18337

Inter Quartile Range0.11221

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)0.28809

VaR(95%) (moments method)0.20247

Expected Shortfall (moments method)0.29390

Extreme Value Index (regression method)4.73799

VaR(95%) (regression method)0.77286

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?333242000

Max Equity Drawdown (num days)46
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.88680

Compounded annual return (geometric extrapolation)1.08340

Calmar ratio (compounded annual return / max draw down)4.49505

Compounded annual return / average of 25% largest draw downs5.90837

Compounded annual return / Expected Shortfall lognormal25.89240
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.