The Vegan Growth Port
(77477692)
Subscription terms. Subscriptions to this system cost $175.00 per month.
Trendfollowing
Tries to take advantage of long, medium or shortterm moves that seem to play out in various markets. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2012  (8.1%)  (0.4%)  (8.5%)  
2013  +6.7%  +4.0%  +4.1%  +1.2%  +4.6%  +0.4%  +11.2%  (2.1%)  +9.4%  (0.7%)  +10.8%  +0.9%  +62.5% 
2014  +4.9%  +7.7%  +1.9%  (1.9%)  (0.4%)  +0.3%  (4.4%)  +4.5%  (4.2%)  +6.8%  +10.7%  +4.7%  +33.5% 
2015  (1.7%)  (1.3%)  +2.8%  (1.3%)  +0.5%  (1.4%)  (0.8%)  (0.7%)  (4.2%)  +2.0%  +1.4%  (7%)  (11.4%) 
2016  +2.6%  +1.7%  (0.8%)  +1.4%  (9.1%)  +3.2%  +2.2%  +1.1%  +1.3%  (6.5%)  +3.1%  +6.5%  +5.9% 
2017  +4.8%  (0.2%)  +2.3%  +7.2%  +8.5%  (6.9%)  +10.2%  +3.7%  +2.6%  +7.8%  +4.0%  (2.4%)  +48.5% 
2018  +9.9%  +1.0%  +0.2%  +0.1%  +3.7%  +0.2%  +2.6%  +18.7% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $100,000  
Buy Power  $218,436  
Cash  $1  
Equity  $1  
Cumulative $  $248,759  
Includes dividends and cashsettled expirations:  $19,183  Itemized 
Total System Equity  $348,759  
Margined  $1  
Open P/L  $48,229  
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 began11/5/2012

Suggested Minimum Cap$45,000

Strategy Age (days)2080.41

Age69 months ago

What it tradesStocks

# Trades897

# Profitable405

% Profitable45.20%

Avg trade duration47.1 days

Max peaktovalley drawdown17.69%

drawdown periodApril 16, 2015  May 24, 2016

Annual Return (Compounded)23.1%

Avg win$1,232

Avg loss$587.45
 Model Account Values (Raw)

Cash$160,040

Margin Used$0

Buying Power$218,436
 Ratios

W:L ratio1.86:1

Sharpe Ratio1.492

Sortino Ratio2.141

Calmar Ratio1.747
 CORRELATION STATISTICS

Correlation to SP5000.29900
 Return Statistics

Ann Return (w trading costs)23.1%

Ann Return (Compnd, No Fees)24.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss26.00%

Chance of 20% account loss5.50%

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)578

Popularity (Last 6 weeks)898

C2 Score96.3
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$587

Avg Win$1,280

# Winners405

# Losers492

% Winners45.1%
 Frequency

Avg Position Time (mins)67759.70

Avg Position Time (hrs)1129.33

Avg Trade Length47.1 days

Last Trade Ago0
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.20919

SD0.17241

Sharpe ratio (Glass type estimate)1.21336

Sharpe ratio (Hedges UMVUE)1.19952

df66.00000

t2.86705

p0.00278

Lowerbound of 95% confidence interval for Sharpe Ratio0.35423

Upperbound of 95% confidence interval for Sharpe Ratio2.06384

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.34518

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.05386
 Statistics related to Sortino ratio

Sortino ratio2.42250

Upside Potential Ratio3.89850

Upside part of mean0.33665

Downside part of mean0.12746

Upside SD0.15959

Downside SD0.08635

N nonnegative terms44.00000

N negative terms23.00000
 Statistics related to linear regression on benchmark

N of observations67.00000

Mean of predictor0.09896

Mean of criterion0.20919

SD of predictor0.10355

SD of criterion0.17241

Covariance0.00669

r0.37488

b (slope, estimate of beta)0.62415

a (intercept, estimate of alpha)0.14742

Mean Square Error0.02594

DF error65.00000

t(b)3.26011

p(b)0.00089

t(a)2.08386

p(a)0.02055

Lowerbound of 95% confidence interval for beta0.24180

Upperbound of 95% confidence interval for beta1.00651

Lowerbound of 95% confidence interval for alpha0.00614

Upperbound of 95% confidence interval for alpha0.28871

Treynor index (mean / b)0.33516

Jensen alpha (a)0.14742
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19291

SD0.16848

Sharpe ratio (Glass type estimate)1.14501

Sharpe ratio (Hedges UMVUE)1.13195

df66.00000

t2.70556

p0.00433

Lowerbound of 95% confidence interval for Sharpe Ratio0.28883

Upperbound of 95% confidence interval for Sharpe Ratio1.99300

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.28030

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.98360
 Statistics related to Sortino ratio

Sortino ratio2.15490

Upside Potential Ratio3.61901

Upside part of mean0.32397

Downside part of mean0.13107

Upside SD0.15181

Downside SD0.08952

N nonnegative terms44.00000

N negative terms23.00000
 Statistics related to linear regression on benchmark

N of observations67.00000

Mean of predictor0.09303

Mean of criterion0.19291

SD of predictor0.10439

SD of criterion0.16848

Covariance0.00632

r0.35946

b (slope, estimate of beta)0.58015

a (intercept, estimate of alpha)0.13894

Mean Square Error0.02510

DF error65.00000

t(b)3.10566

p(b)0.00141

t(a)2.00602

p(a)0.02451

Lowerbound of 95% confidence interval for beta0.20707

Upperbound of 95% confidence interval for beta0.95322

Lowerbound of 95% confidence interval for alpha0.00062

Upperbound of 95% confidence interval for alpha0.27726

Treynor index (mean / b)0.33252

Jensen alpha (a)0.13894
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06192

Expected Shortfall on VaR0.08064
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01861

Expected Shortfall on VaR0.04109
 ORDER STATISTICS
 Quartiles of return rates

Number of observations67.00000

Minimum0.89617

Quartile 10.99346

Median1.01352

Quartile 31.04906

Maximum1.17909

Mean of quarter 10.96199

Mean of quarter 21.00423

Mean of quarter 31.03061

Mean of quarter 41.08284

Inter Quartile Range0.05560

Number outliers low1.00000

Percentage of outliers low0.01493

Mean of outliers low0.89617

Number of outliers high1.00000

Percentage of outliers high0.01493

Mean of outliers high1.17909
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.16535

VaR(95%) (moments method)0.02495

Expected Shortfall (moments method)0.04069

Extreme Value Index (regression method)0.19414

VaR(95%) (regression method)0.04023

Expected Shortfall (regression method)0.05502
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00378

Quartile 10.01432

Median0.01724

Quartile 30.07848

Maximum0.12760

Mean of quarter 10.00825

Mean of quarter 20.01596

Mean of quarter 30.06355

Mean of quarter 40.10423

Inter Quartile Range0.06415

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)4.85499

VaR(95%) (moments method)0.11532

Expected Shortfall (moments method)0.11537

Extreme Value Index (regression method)0.92489

VaR(95%) (regression method)0.13624

Expected Shortfall (regression method)0.14394
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.43542

Compounded annual return (geometric extrapolation)0.24709

Calmar ratio (compounded annual return / max draw down)1.93639

Compounded annual return / average of 25% largest draw downs2.37058

Compounded annual return / Expected Shortfall lognormal3.06397

0.00000

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

Mean0.20407

SD0.13675

Sharpe ratio (Glass type estimate)1.49227

Sharpe ratio (Hedges UMVUE)1.49151

df1468.00000

t3.53353

p0.45408

Lowerbound of 95% confidence interval for Sharpe Ratio0.66255

Upperbound of 95% confidence interval for Sharpe Ratio2.32152

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.66203

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.32100
 Statistics related to Sortino ratio

Sortino ratio2.14086

Upside Potential Ratio9.62230

Upside part of mean0.91722

Downside part of mean0.71315

Upside SD0.09880

Downside SD0.09532

N nonnegative terms852.00000

N negative terms617.00000
 Statistics related to linear regression on benchmark

N of observations1469.00000

Mean of predictor0.10189

Mean of criterion0.20407

SD of predictor0.12423

SD of criterion0.13675

Covariance0.00503

r0.29598

b (slope, estimate of beta)0.32582

a (intercept, estimate of alpha)0.17100

Mean Square Error0.01707

DF error1467.00000

t(b)11.86810

p(b)0.31436

t(a)3.09243

p(a)0.44882

Lowerbound of 95% confidence interval for beta0.27197

Upperbound of 95% confidence interval for beta0.37967

Lowerbound of 95% confidence interval for alpha0.06248

Upperbound of 95% confidence interval for alpha0.27926

Treynor index (mean / b)0.62632

Jensen alpha (a)0.17087
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.19462

SD0.13693

Sharpe ratio (Glass type estimate)1.42132

Sharpe ratio (Hedges UMVUE)1.42059

df1468.00000

t3.36552

p0.45625

Lowerbound of 95% confidence interval for Sharpe Ratio0.59178

Upperbound of 95% confidence interval for Sharpe Ratio2.25043

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.59127

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.24992
 Statistics related to Sortino ratio

Sortino ratio2.02182

Upside Potential Ratio9.47756

Upside part of mean0.91229

Downside part of mean0.71767

Upside SD0.09806

Downside SD0.09626

N nonnegative terms852.00000

N negative terms617.00000
 Statistics related to linear regression on benchmark

N of observations1469.00000

Mean of predictor0.09414

Mean of criterion0.19462

SD of predictor0.12442

SD of criterion0.13693

Covariance0.00504

r0.29597

b (slope, estimate of beta)0.32572

a (intercept, estimate of alpha)0.16395

Mean Square Error0.01712

DF error1467.00000

t(b)11.86790

p(b)0.31437

t(a)2.96400

p(a)0.45093

Lowerbound of 95% confidence interval for beta0.27188

Upperbound of 95% confidence interval for beta0.37955

Lowerbound of 95% confidence interval for alpha0.05545

Upperbound of 95% confidence interval for alpha0.27246

Treynor index (mean / b)0.59750

Jensen alpha (a)0.16395
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01309

Expected Shortfall on VaR0.01656
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00556

Expected Shortfall on VaR0.01147
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1469.00000

Minimum0.95485

Quartile 10.99648

Median1.00135

Quartile 31.00568

Maximum1.04143

Mean of quarter 10.99039

Mean of quarter 20.99914

Mean of quarter 31.00327

Mean of quarter 41.01077

Inter Quartile Range0.00920

Number outliers low40.00000

Percentage of outliers low0.02723

Mean of outliers low0.97582

Number of outliers high22.00000

Percentage of outliers high0.01498

Mean of outliers high1.02423
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.19979

VaR(95%) (moments method)0.00911

Expected Shortfall (moments method)0.01420

Extreme Value Index (regression method)0.10626

VaR(95%) (regression method)0.00885

Expected Shortfall (regression method)0.01288
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations65.00000

Minimum0.00026

Quartile 10.00487

Median0.01629

Quartile 30.04322

Maximum0.14264

Mean of quarter 10.00246

Mean of quarter 20.00998

Mean of quarter 30.02805

Mean of quarter 40.07098

Inter Quartile Range0.03835

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.04615

Mean of outliers high0.12534
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.16895

VaR(95%) (moments method)0.07712

Expected Shortfall (moments method)0.10631

Extreme Value Index (regression method)0.28989

VaR(95%) (regression method)0.06982

Expected Shortfall (regression method)0.09854
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.44270

Compounded annual return (geometric extrapolation)0.24922

Calmar ratio (compounded annual return / max draw down)1.74724

Compounded annual return / average of 25% largest draw downs3.51098

Compounded annual return / Expected Shortfall lognormal15.04730

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

Mean0.17861

SD0.13093

Sharpe ratio (Glass type estimate)1.36414

Sharpe ratio (Hedges UMVUE)1.35626

df130.00000

t0.96459

p0.45785

Lowerbound of 95% confidence interval for Sharpe Ratio1.41516

Upperbound of 95% confidence interval for Sharpe Ratio4.13837

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.42045

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.13296
 Statistics related to Sortino ratio

Sortino ratio1.88892

Upside Potential Ratio9.47824

Upside part of mean0.89624

Downside part of mean0.71763

Upside SD0.09052

Downside SD0.09456

N nonnegative terms79.00000

N negative terms52.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00227

Mean of criterion0.17861

SD of predictor0.16451

SD of criterion0.13093

Covariance0.01101

r0.51122

b (slope, estimate of beta)0.40689

a (intercept, estimate of alpha)0.17769

Mean Square Error0.01276

DF error129.00000

t(b)6.75583

p(b)0.18934

t(a)1.11222

p(a)0.43805

Lowerbound of 95% confidence interval for beta0.28773

Upperbound of 95% confidence interval for beta0.52605

Lowerbound of 95% confidence interval for alpha0.13840

Upperbound of 95% confidence interval for alpha0.49377

Treynor index (mean / b)0.43897

Jensen alpha (a)0.17769
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17001

SD0.13119

Sharpe ratio (Glass type estimate)1.29586

Sharpe ratio (Hedges UMVUE)1.28837

df130.00000

t0.91631

p0.45995

Lowerbound of 95% confidence interval for Sharpe Ratio1.48284

Upperbound of 95% confidence interval for Sharpe Ratio4.06972

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.48786

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.06459
 Statistics related to Sortino ratio

Sortino ratio1.78317

Upside Potential Ratio9.35678

Upside part of mean0.89208

Downside part of mean0.72207

Upside SD0.09000

Downside SD0.09534

N nonnegative terms79.00000

N negative terms52.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.01124

Mean of criterion0.17001

SD of predictor0.16534

SD of criterion0.13119

Covariance0.01106

r0.50967

b (slope, estimate of beta)0.40441

a (intercept, estimate of alpha)0.17455

Mean Square Error0.01284

DF error129.00000

t(b)6.72814

p(b)0.19019

t(a)1.08928

p(a)0.43932

Lowerbound of 95% confidence interval for beta0.28549

Upperbound of 95% confidence interval for beta0.52333

Lowerbound of 95% confidence interval for alpha0.14250

Upperbound of 95% confidence interval for alpha0.49161

Treynor index (mean / b)0.42038

Jensen alpha (a)0.17455
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01260

Expected Shortfall on VaR0.01594
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00540

Expected Shortfall on VaR0.01116
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97182

Quartile 10.99690

Median1.00104

Quartile 31.00652

Maximum1.01761

Mean of quarter 10.99014

Mean of quarter 20.99938

Mean of quarter 31.00364

Mean of quarter 41.01008

Inter Quartile Range0.00962

Number outliers low4.00000

Percentage of outliers low0.03053

Mean of outliers low0.97841

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)0.14962

VaR(95%) (moments method)0.00826

Expected Shortfall (moments method)0.01076

Extreme Value Index (regression method)0.17572

VaR(95%) (regression method)0.00966

Expected Shortfall (regression method)0.01265
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00026

Quartile 10.00497

Median0.01241

Quartile 30.03385

Maximum0.05693

Mean of quarter 10.00219

Mean of quarter 20.00959

Mean of quarter 30.02174

Mean of quarter 40.04781

Inter Quartile Range0.02888

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)9.34709

VaR(95%) (moments method)0.05171

Expected Shortfall (moments method)0.05171

Extreme Value Index (regression method)1.51560

VaR(95%) (regression method)0.06295

Expected Shortfall (regression method)0.06441
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.20804

Compounded annual return (geometric extrapolation)0.21886

Calmar ratio (compounded annual return / max draw down)3.84415

Compounded annual return / average of 25% largest draw downs4.57772

Compounded annual return / Expected Shortfall lognormal13.73290
Strategy Description
Our management style is an "All Weather" Trend Following system where we adapt our holdings to the current US monetary environment and market technicals. When monetary policy and technicals are positive we will generally be invested in 2030 stocks. When the technicals and monetary policy are negative we will swap to Treasuries for safety. Hedges will also be employed as the situation dictates.
Time horizon for holdings is intermediate to long term.
Summary Statistics
Latest Activity
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.