VIX DayTrader 1
(98408819)
Subscription terms. Subscriptions to this system cost $189.00 per 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 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  

2015  +23.1%  +8.3%  +33.3%  
2016  +0.6%  (0.2%)  +18.8%  +10.3%  (0.2%)  +12.6%  +1.7%  +4.8%  (6.5%)  +7.2%  +16.2%  (7.3%)  +70.1% 
2017  (5.7%)  +1.9%  (5.7%)  (5.8%)  (2.1%)  (7.9%)  (4.4%)  (12.8%)  +8.2%  +5.6%  (1.5%)  +5.2%  (23.9%) 
2018  (7.4%)  +18.6%  (3.5%)  (0.3%)  +7.0%  +1.0%  +14.1% 
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  $31,063  
Cash  $31,063  
Equity  $0  
Cumulative $  $21,063  
Total System Equity  $31,063  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began11/17/2015

Suggested Minimum Cap$35,000

Strategy Age (days)943.71

Age31 months ago

What it tradesStocks

# Trades600

# Profitable337

% Profitable56.20%

Avg trade duration5.7 hours

Max peaktovalley drawdown47.11%

drawdown periodDec 07, 2016  Sept 05, 2017

Annual Return (Compounded)29.9%

Avg win$274.16

Avg loss$271.21
 Model Account Values (Raw)

Cash$31,063

Margin Used$0

Buying Power$31,063
 Ratios

W:L ratio1.30:1

Sharpe Ratio2.003

Sortino Ratio3.604

Calmar Ratio1.904
 CORRELATION STATISTICS

Correlation to SP5000.01600
 Return Statistics

Ann Return (w trading costs)29.9%

Ann Return (Compnd, No Fees)54.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss18.00%

Chance of 20% account loss3.00%

Chance of 30% account loss0.50%

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)331

Popularity (Last 6 weeks)850

C2 Score71.2
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days7
 Win / Loss

Avg Loss$271

Avg Win$274

# Winners337

# Losers263

% Winners56.2%
 Frequency

Avg Position Time (mins)341.72

Avg Position Time (hrs)5.70

Avg Trade Length0.2 days

Last Trade Ago4
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.43924

SD0.28709

Sharpe ratio (Glass type estimate)1.53000

Sharpe ratio (Hedges UMVUE)1.49003

df29.00000

t2.41915

p0.01103

Lowerbound of 95% confidence interval for Sharpe Ratio0.21796

Upperbound of 95% confidence interval for Sharpe Ratio2.81815

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.19249

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.78758
 Statistics related to Sortino ratio

Sortino ratio4.15259

Upside Potential Ratio5.62982

Upside part of mean0.59550

Downside part of mean0.15626

Upside SD0.29079

Downside SD0.10578

N nonnegative terms19.00000

N negative terms11.00000
 Statistics related to linear regression on benchmark

N of observations30.00000

Mean of predictor0.09030

Mean of criterion0.43924

SD of predictor0.09187

SD of criterion0.28709

Covariance0.00168

r0.06353

b (slope, estimate of beta)0.19853

a (intercept, estimate of alpha)0.45717

Mean Square Error0.08502

DF error28.00000

t(b)0.33684

p(b)0.63062

t(a)2.38189

p(a)0.01213

Lowerbound of 95% confidence interval for beta1.40582

Upperbound of 95% confidence interval for beta1.00877

Lowerbound of 95% confidence interval for alpha0.06401

Upperbound of 95% confidence interval for alpha0.85033

Treynor index (mean / b)2.21253

Jensen alpha (a)0.45717
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.39474

SD0.26958

Sharpe ratio (Glass type estimate)1.46426

Sharpe ratio (Hedges UMVUE)1.42601

df29.00000

t2.31520

p0.01394

Lowerbound of 95% confidence interval for Sharpe Ratio0.15763

Upperbound of 95% confidence interval for Sharpe Ratio2.74784

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.13323

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.71878
 Statistics related to Sortino ratio

Sortino ratio3.56697

Upside Potential Ratio5.02925

Upside part of mean0.55656

Downside part of mean0.16182

Upside SD0.26644

Downside SD0.11067

N nonnegative terms19.00000

N negative terms11.00000
 Statistics related to linear regression on benchmark

N of observations30.00000

Mean of predictor0.08571

Mean of criterion0.39474

SD of predictor0.09163

SD of criterion0.26958

Covariance0.00158

r0.06410

b (slope, estimate of beta)0.18859

a (intercept, estimate of alpha)0.41091

Mean Square Error0.07496

DF error28.00000

t(b)0.33988

p(b)0.63176

t(a)2.28823

p(a)0.01494

Lowerbound of 95% confidence interval for beta1.32518

Upperbound of 95% confidence interval for beta0.94800

Lowerbound of 95% confidence interval for alpha0.04307

Upperbound of 95% confidence interval for alpha0.77874

Treynor index (mean / b)2.09316

Jensen alpha (a)0.41091
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.09073

Expected Shortfall on VaR0.11946
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02395

Expected Shortfall on VaR0.05220
 ORDER STATISTICS
 Quartiles of return rates

Number of observations30.00000

Minimum0.88288

Quartile 10.99576

Median1.03038

Quartile 31.06347

Maximum1.26934

Mean of quarter 10.95537

Mean of quarter 21.00629

Mean of quarter 31.04400

Mean of quarter 41.14662

Inter Quartile Range0.06771

Number outliers low1.00000

Percentage of outliers low0.03333

Mean of outliers low0.88288

Number of outliers high3.00000

Percentage of outliers high0.10000

Mean of outliers high1.21633
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.84835

VaR(95%) (moments method)0.01916

Expected Shortfall (moments method)0.02169

Extreme Value Index (regression method)0.02253

VaR(95%) (regression method)0.05890

Expected Shortfall (regression method)0.09356
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00402

Quartile 10.06094

Median0.11786

Quartile 30.17478

Maximum0.23170

Mean of quarter 10.00402

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.23170

Inter Quartile Range0.11384

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)0.75065

Compounded annual return (geometric extrapolation)0.52600

Calmar ratio (compounded annual return / max draw down)2.27013

Compounded annual return / average of 25% largest draw downs2.27013

Compounded annual return / Expected Shortfall lognormal4.40320

0.00000

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

Mean0.41390

SD0.20638

Sharpe ratio (Glass type estimate)2.00558

Sharpe ratio (Hedges UMVUE)2.00332

df667.00000

t3.20241

p0.00071

Lowerbound of 95% confidence interval for Sharpe Ratio0.77269

Upperbound of 95% confidence interval for Sharpe Ratio3.23704

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.77116

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.23549
 Statistics related to Sortino ratio

Sortino ratio3.60376

Upside Potential Ratio11.39910

Upside part of mean1.30922

Downside part of mean0.89532

Upside SD0.17318

Downside SD0.11485

N nonnegative terms342.00000

N negative terms326.00000
 Statistics related to linear regression on benchmark

N of observations668.00000

Mean of predictor0.09878

Mean of criterion0.41390

SD of predictor0.12114

SD of criterion0.20638

Covariance0.00069

r0.02771

b (slope, estimate of beta)0.04722

a (intercept, estimate of alpha)0.41900

Mean Square Error0.04262

DF error666.00000

t(b)0.71549

p(b)0.76272

t(a)3.23321

p(a)0.00064

Lowerbound of 95% confidence interval for beta0.17679

Upperbound of 95% confidence interval for beta0.08236

Lowerbound of 95% confidence interval for alpha0.16437

Upperbound of 95% confidence interval for alpha0.67276

Treynor index (mean / b)8.76627

Jensen alpha (a)0.41857
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.39256

SD0.20445

Sharpe ratio (Glass type estimate)1.92004

Sharpe ratio (Hedges UMVUE)1.91788

df667.00000

t3.06583

p0.00113

Lowerbound of 95% confidence interval for Sharpe Ratio0.68754

Upperbound of 95% confidence interval for Sharpe Ratio3.15111

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.68611

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.14966
 Statistics related to Sortino ratio

Sortino ratio3.38356

Upside Potential Ratio11.15730

Upside part of mean1.29446

Downside part of mean0.90190

Upside SD0.16990

Downside SD0.11602

N nonnegative terms342.00000

N negative terms326.00000
 Statistics related to linear regression on benchmark

N of observations668.00000

Mean of predictor0.09140

Mean of criterion0.39256

SD of predictor0.12144

SD of criterion0.20445

Covariance0.00071

r0.02875

b (slope, estimate of beta)0.04841

a (intercept, estimate of alpha)0.39698

Mean Square Error0.04183

DF error666.00000

t(b)0.74233

p(b)0.77092

t(a)3.09599

p(a)0.00102

Lowerbound of 95% confidence interval for beta0.17645

Upperbound of 95% confidence interval for beta0.07963

Lowerbound of 95% confidence interval for alpha0.14521

Upperbound of 95% confidence interval for alpha0.64875

Treynor index (mean / b)8.10953

Jensen alpha (a)0.39698
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01909

Expected Shortfall on VaR0.02425
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00774

Expected Shortfall on VaR0.01531
 ORDER STATISTICS
 Quartiles of return rates

Number of observations668.00000

Minimum0.95518

Quartile 10.99541

Median1.00028

Quartile 31.00654

Maximum1.09036

Mean of quarter 10.98788

Mean of quarter 20.99867

Mean of quarter 31.00304

Mean of quarter 41.01715

Inter Quartile Range0.01114

Number outliers low19.00000

Percentage of outliers low0.02844

Mean of outliers low0.97334

Number of outliers high34.00000

Percentage of outliers high0.05090

Mean of outliers high1.03655
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.10545

VaR(95%) (moments method)0.01126

Expected Shortfall (moments method)0.01630

Extreme Value Index (regression method)0.01569

VaR(95%) (regression method)0.01141

Expected Shortfall (regression method)0.01553
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations26.00000

Minimum0.00031

Quartile 10.00701

Median0.01566

Quartile 30.04366

Maximum0.27451

Mean of quarter 10.00343

Mean of quarter 20.01009

Mean of quarter 30.03138

Mean of quarter 40.10425

Inter Quartile Range0.03666

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.07692

Mean of outliers high0.19103
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.07542

VaR(95%) (moments method)0.09922

Expected Shortfall (moments method)0.13107

Extreme Value Index (regression method)0.31217

VaR(95%) (regression method)0.13270

Expected Shortfall (regression method)0.23325
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.75356

Compounded annual return (geometric extrapolation)0.52267

Calmar ratio (compounded annual return / max draw down)1.90401

Compounded annual return / average of 25% largest draw downs5.01349

Compounded annual return / Expected Shortfall lognormal21.55660

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

Mean0.28150

SD0.25595

Sharpe ratio (Glass type estimate)1.09983

Sharpe ratio (Hedges UMVUE)1.09347

df130.00000

t0.77769

p0.46597

Lowerbound of 95% confidence interval for Sharpe Ratio1.67726

Upperbound of 95% confidence interval for Sharpe Ratio3.87280

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.68152

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.86846
 Statistics related to Sortino ratio

Sortino ratio2.30033

Upside Potential Ratio11.02040

Upside part of mean1.34860

Downside part of mean1.06710

Upside SD0.22436

Downside SD0.12237

N nonnegative terms53.00000

N negative terms78.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.07096

Mean of criterion0.28150

SD of predictor0.16231

SD of criterion0.25595

Covariance0.00784

r0.18875

b (slope, estimate of beta)0.29764

a (intercept, estimate of alpha)0.30262

Mean Square Error0.06367

DF error129.00000

t(b)2.18306

p(b)0.61945

t(a)0.84775

p(a)0.45266

Lowerbound of 95% confidence interval for beta0.56740

Upperbound of 95% confidence interval for beta0.02789

Lowerbound of 95% confidence interval for alpha0.40365

Upperbound of 95% confidence interval for alpha1.00889

Treynor index (mean / b)0.94577

Jensen alpha (a)0.30262
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.24967

SD0.25106

Sharpe ratio (Glass type estimate)0.99446

Sharpe ratio (Hedges UMVUE)0.98872

df130.00000

t0.70319

p0.46922

Lowerbound of 95% confidence interval for Sharpe Ratio1.78179

Upperbound of 95% confidence interval for Sharpe Ratio3.76709

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.78569

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.76313
 Statistics related to Sortino ratio

Sortino ratio2.02210

Upside Potential Ratio10.72520

Upside part of mean1.32424

Downside part of mean1.07457

Upside SD0.21804

Downside SD0.12347

N nonnegative terms53.00000

N negative terms78.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.05778

Mean of criterion0.24967

SD of predictor0.16315

SD of criterion0.25106

Covariance0.00793

r0.19356

b (slope, estimate of beta)0.29784

a (intercept, estimate of alpha)0.26688

Mean Square Error0.06114

DF error129.00000

t(b)2.24076

p(b)0.62245

t(a)0.76302

p(a)0.45736

Lowerbound of 95% confidence interval for beta0.56082

Upperbound of 95% confidence interval for beta0.03486

Lowerbound of 95% confidence interval for alpha0.42515

Upperbound of 95% confidence interval for alpha0.95890

Treynor index (mean / b)0.83826

Jensen alpha (a)0.26688
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02426

Expected Shortfall on VaR0.03055
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01048

Expected Shortfall on VaR0.01895
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97255

Quartile 10.99441

Median1.00000

Quartile 31.00450

Maximum1.09036

Mean of quarter 10.98659

Mean of quarter 20.99749

Mean of quarter 31.00136

Mean of quarter 41.01929

Inter Quartile Range0.01009

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97559

Number of outliers high10.00000

Percentage of outliers high0.07634

Mean of outliers high1.04323
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.37220

VaR(95%) (moments method)0.01302

Expected Shortfall (moments method)0.01550

Extreme Value Index (regression method)0.43334

VaR(95%) (regression method)0.01400

Expected Shortfall (regression method)0.01649
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00136

Quartile 10.00884

Median0.04078

Quartile 30.08813

Maximum0.16059

Mean of quarter 10.00484

Mean of quarter 20.01038

Mean of quarter 30.07118

Mean of quarter 40.12718

Inter Quartile Range0.07928

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)0.29776

Compounded annual return (geometric extrapolation)0.31993

Calmar ratio (compounded annual return / max draw down)1.99218

Compounded annual return / average of 25% largest draw downs2.51550

Compounded annual return / Expected Shortfall lognormal10.47300
Strategy Description
https://collective2.com/details/107301515
Strategy description: Volatility/VIX has recently become a popular asset class amongst sophisticated investors  it has historically generated large returns, can be used to hedge risk, and may act as a diversification tool for typical portfolios. This strategy provides access to a professionally managed, academically evidenced and thoroughly backtested strategy, giving the user access to a professional volatility day trader. Despite the sophistication of the underlying system, it has been designed to be incredibly simple for the end user. It achieves this by being using exchangetraded products such as VXX and XIV (inverse VIX), so that the user does not need access to futures. Moreover, the use of long XIV positions allows the strategy to “short” volatility without actually having to borrow stock, as this can lead to problems for the endusers of the system.
Using these products, the strategy switches between “riskon” (VXX) and “riskoff” (XIV) according to a variety of metrics and indicators. The biggest advantage is the ability of this flexible strategy to buy volatility (long VXX) at times of market stress, downturns and crashes. In this way, the system can be profitable when many other successful “longonly” stock strategies will be suffering some serious losses.
The trading system is implemented as a discretionary/semiautomated strategy – the final judgement is made by a human, and includes a range of technical, fundamental, economic and news factors. Trading size might vary according to market conditions.
LOYALTY SCHEME: Continuous subscriptions of more than 6months are eligible to receive a $20 reduction below the standard subscription price. Simply send me a message after this period has elapsed, and I will apply the reduction to your account.
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.