EUROPEAN INDEX
(130791540)
Subscription terms. Subscriptions to this system cost $100.00 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.
Financials / Indexes
Focuses on market indexes or interest rates futures.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  

2020  (15.4%)  +91.1%  +7.8%  +74.4%  
2021  (9.8%)  (2.3%)  +28.0%  +6.5%  +4.5%  +6.2%  +15.0%  +0.1%  +6.1%  +0.1%  (1.3%)  +60.9% 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $25,000  
Buy Power  $64,452  
Cash  $74,055  
Equity  ($2,331)  
Cumulative $  $46,723  
Total System Equity  $71,723  
Margined  $7,270  
Open P/L  ($2,331) 
Trading Record
Statistics

Strategy began8/26/2020

Suggested Minimum Cap$70,000

Strategy Age (days)458.78

Age15 months ago

What it tradesFutures

# Trades83

# Profitable62

% Profitable74.70%

Avg trade duration7.9 days

Max peaktovalley drawdown21.11%

drawdown periodJan 07, 2021  Feb 25, 2021

Annual Return (Compounded)123.8%

Avg win$1,197

Avg loss$1,311
 Model Account Values (Raw)

Cash$74,055

Margin Used$7,270

Buying Power$64,452
 Ratios

W:L ratio2.70:1

Sharpe Ratio2.25

Sortino Ratio4.28

Calmar Ratio10.859
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)144.94%

Correlation to SP5000.40890

Return Percent SP500 (cumu) during strategy life32.08%
 Return Statistics

Ann Return (w trading costs)123.8%
 Slump

Current Slump as Pcnt Equity5.90%
 Instruments

Percent Trades Futures0.99%
 Slump

Current Slump, time of slump as pcnt of strategy life0.09%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.238%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex0.01%
 Return Statistics

Ann Return (Compnd, No Fees)130.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss28.50%

Chance of 20% account loss3.50%

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 Automated0.44%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)556

Popularity (Last 6 weeks)975
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score865

Popularity (7 days, Percentile 1000 scale)948
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,312

Avg Win$1,198

Sum Trade PL (losers)$27,547.000
 AUM

AUM (AutoTrader num accounts)22
 Age

Num Months filled monthly returns table14
 Win / Loss

Sum Trade PL (winners)$74,271.000

# Winners62

Num Months Winners10
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)1849380
 Win / Loss

# Losers21

% Winners74.7%
 Frequency

Avg Position Time (mins)11388.80

Avg Position Time (hrs)189.81

Avg Trade Length7.9 days

Last Trade Ago2
 Leverage

Daily leverage (average)2.83

Daily leverage (max)6.53
 Regression

Alpha0.20

Beta1.23

Treynor Index0.24
 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)34.68

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades2.627

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.819

Avg(MAE) / Avg(PL)  Losing trades1.784

HoldandHope Ratio0.382
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.31011

SD0.66002

Sharpe ratio (Glass type estimate)1.98494

Sharpe ratio (Hedges UMVUE)1.84591

df11.00000

t1.98494

p0.03633

Lowerbound of 95% confidence interval for Sharpe Ratio0.17728

Upperbound of 95% confidence interval for Sharpe Ratio4.07148

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.26037

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.95220
 Statistics related to Sortino ratio

Sortino ratio18.06340

Upside Potential Ratio19.17930

Upside part of mean1.39104

Downside part of mean0.08093

Upside SD0.73287

Downside SD0.07253

N nonnegative terms10.00000

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

N of observations12.00000

Mean of predictor0.28436

Mean of criterion1.31011

SD of predictor0.09612

SD of criterion0.66002

Covariance0.03702

r0.58352

b (slope, estimate of beta)4.00686

a (intercept, estimate of alpha)0.17071

Mean Square Error0.31603

DF error10.00000

t(b)2.27217

p(b)0.02320

t(a)0.22661

p(a)0.41265

Lowerbound of 95% confidence interval for beta0.07765

Upperbound of 95% confidence interval for beta7.93607

Lowerbound of 95% confidence interval for alpha1.50780

Upperbound of 95% confidence interval for alpha1.84921

Treynor index (mean / b)0.32697

Jensen alpha (a)0.17071
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.10631

SD0.51774

Sharpe ratio (Glass type estimate)2.13680

Sharpe ratio (Hedges UMVUE)1.98714

df11.00000

t2.13680

p0.02796

Lowerbound of 95% confidence interval for Sharpe Ratio0.05236

Upperbound of 95% confidence interval for Sharpe Ratio4.24635

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14146

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.11574
 Statistics related to Sortino ratio

Sortino ratio14.74040

Upside Potential Ratio15.85280

Upside part of mean1.18980

Downside part of mean0.08349

Upside SD0.58487

Downside SD0.07505

N nonnegative terms10.00000

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

N of observations12.00000

Mean of predictor0.27634

Mean of criterion1.10631

SD of predictor0.09435

SD of criterion0.51774

Covariance0.02812

r0.57574

b (slope, estimate of beta)3.15935

a (intercept, estimate of alpha)0.23325

Mean Square Error0.19712

DF error10.00000

t(b)2.22671

p(b)0.02506

t(a)0.39379

p(a)0.35100

Lowerbound of 95% confidence interval for beta0.00203

Upperbound of 95% confidence interval for beta6.32073

Lowerbound of 95% confidence interval for alpha1.08654

Upperbound of 95% confidence interval for alpha1.55304

Treynor index (mean / b)0.35017

Jensen alpha (a)0.23325
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.14242

Expected Shortfall on VaR0.19313
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00598

Expected Shortfall on VaR0.01747
 ORDER STATISTICS
 Quartiles of return rates

Number of observations12.00000

Minimum0.93036

Quartile 11.02674

Median1.05120

Quartile 31.12551

Maximum1.66029

Mean of quarter 10.97964

Mean of quarter 21.03430

Mean of quarter 31.08153

Mean of quarter 41.35054

Inter Quartile Range0.09877

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.08333

Mean of outliers high1.66029
 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)0.52884

VaR(95%) (regression method)0.06779

Expected Shortfall (regression method)0.23575
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.07581

Quartile 10.07581

Median0.07581

Quartile 30.07581

Maximum0.07581

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)2.10873

Compounded annual return (geometric extrapolation)2.10873

Calmar ratio (compounded annual return / max draw down)27.81480

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

Compounded annual return / Expected Shortfall lognormal10.91850

0.00000

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

Mean1.08814

SD0.40256

Sharpe ratio (Glass type estimate)2.70306

Sharpe ratio (Hedges UMVUE)2.69586

df282.00000

t2.80930

p0.00266

Lowerbound of 95% confidence interval for Sharpe Ratio0.80176

Upperbound of 95% confidence interval for Sharpe Ratio4.59969

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79694

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.59478
 Statistics related to Sortino ratio

Sortino ratio5.29787

Upside Potential Ratio11.09020

Upside part of mean2.27784

Downside part of mean1.18970

Upside SD0.35187

Downside SD0.20539

N nonnegative terms159.00000

N negative terms124.00000
 Statistics related to linear regression on benchmark

N of observations283.00000

Mean of predictor0.26220

Mean of criterion1.08814

SD of predictor0.13159

SD of criterion0.40256

Covariance0.02184

r0.41239

b (slope, estimate of beta)1.26159

a (intercept, estimate of alpha)0.75700

Mean Square Error0.13497

DF error281.00000

t(b)7.58811

p(b)0.00000

t(a)2.12639

p(a)0.01717

Lowerbound of 95% confidence interval for beta0.93432

Upperbound of 95% confidence interval for beta1.58886

Lowerbound of 95% confidence interval for alpha0.05626

Upperbound of 95% confidence interval for alpha1.45846

Treynor index (mean / b)0.86252

Jensen alpha (a)0.75736
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.00793

SD0.39285

Sharpe ratio (Glass type estimate)2.56572

Sharpe ratio (Hedges UMVUE)2.55889

df282.00000

t2.66657

p0.00405

Lowerbound of 95% confidence interval for Sharpe Ratio0.66584

Upperbound of 95% confidence interval for Sharpe Ratio4.46117

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.66126

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.45652
 Statistics related to Sortino ratio

Sortino ratio4.69227

Upside Potential Ratio10.33430

Upside part of mean2.21989

Downside part of mean1.21196

Upside SD0.33394

Downside SD0.21481

N nonnegative terms159.00000

N negative terms124.00000
 Statistics related to linear regression on benchmark

N of observations283.00000

Mean of predictor0.25340

Mean of criterion1.00793

SD of predictor0.13175

SD of criterion0.39285

Covariance0.02180

r0.42119

b (slope, estimate of beta)1.25589

a (intercept, estimate of alpha)0.68969

Mean Square Error0.12740

DF error281.00000

t(b)7.78462

p(b)0.00000

t(a)1.99413

p(a)0.02355

Lowerbound of 95% confidence interval for beta0.93832

Upperbound of 95% confidence interval for beta1.57346

Lowerbound of 95% confidence interval for alpha0.00888

Upperbound of 95% confidence interval for alpha1.37049

Treynor index (mean / b)0.80256

Jensen alpha (a)0.68969
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03543

Expected Shortfall on VaR0.04512
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00930

Expected Shortfall on VaR0.02077
 ORDER STATISTICS
 Quartiles of return rates

Number of observations283.00000

Minimum0.85853

Quartile 10.99538

Median1.00171

Quartile 31.00949

Maximum1.19921

Mean of quarter 10.98389

Mean of quarter 20.99845

Mean of quarter 31.00518

Mean of quarter 41.02954

Inter Quartile Range0.01410

Number outliers low10.00000

Percentage of outliers low0.03534

Mean of outliers low0.94926

Number of outliers high18.00000

Percentage of outliers high0.06360

Mean of outliers high1.06763
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.56881

VaR(95%) (moments method)0.01589

Expected Shortfall (moments method)0.04077

Extreme Value Index (regression method)0.54047

VaR(95%) (regression method)0.01539

Expected Shortfall (regression method)0.03717
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations27.00000

Minimum0.00134

Quartile 10.00519

Median0.01549

Quartile 30.05020

Maximum0.16737

Mean of quarter 10.00337

Mean of quarter 20.01093

Mean of quarter 30.03203

Mean of quarter 40.09383

Inter Quartile Range0.04501

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.07407

Mean of outliers high0.16376
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.28784

VaR(95%) (moments method)0.10637

Expected Shortfall (moments method)0.16840

Extreme Value Index (regression method)0.16619

VaR(95%) (regression method)0.10151

Expected Shortfall (regression method)0.12415
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.90841

Compounded annual return (geometric extrapolation)1.81747

Calmar ratio (compounded annual return / max draw down)10.85870

Compounded annual return / average of 25% largest draw downs19.37090

Compounded annual return / Expected Shortfall lognormal40.27650

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

Mean0.52458

SD0.19922

Sharpe ratio (Glass type estimate)2.63315

Sharpe ratio (Hedges UMVUE)2.61793

df130.00000

t1.86192

p0.41942

Lowerbound of 95% confidence interval for Sharpe Ratio0.16194

Upperbound of 95% confidence interval for Sharpe Ratio5.41839

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.17208

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.40794
 Statistics related to Sortino ratio

Sortino ratio5.03877

Upside Potential Ratio13.03360

Upside part of mean1.35692

Downside part of mean0.83234

Upside SD0.17204

Downside SD0.10411

N nonnegative terms65.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15696

Mean of criterion0.52458

SD of predictor0.10630

SD of criterion0.19922

Covariance0.00538

r0.25394

b (slope, estimate of beta)0.47593

a (intercept, estimate of alpha)0.44988

Mean Square Error0.03742

DF error129.00000

t(b)2.98189

p(b)0.34009

t(a)1.63768

p(a)0.40946

Lowerbound of 95% confidence interval for beta0.16014

Upperbound of 95% confidence interval for beta0.79172

Lowerbound of 95% confidence interval for alpha0.09363

Upperbound of 95% confidence interval for alpha0.99340

Treynor index (mean / b)1.10222

Jensen alpha (a)0.44988
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.50452

SD0.19785

Sharpe ratio (Glass type estimate)2.55006

Sharpe ratio (Hedges UMVUE)2.53532

df130.00000

t1.80316

p0.42190

Lowerbound of 95% confidence interval for Sharpe Ratio0.24376

Upperbound of 95% confidence interval for Sharpe Ratio5.33429

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.25357

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.32420
 Statistics related to Sortino ratio

Sortino ratio4.78601

Upside Potential Ratio12.73320

Upside part of mean1.34228

Downside part of mean0.83776

Upside SD0.16942

Downside SD0.10541

N nonnegative terms65.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15128

Mean of criterion0.50452

SD of predictor0.10647

SD of criterion0.19785

Covariance0.00534

r0.25335

b (slope, estimate of beta)0.47081

a (intercept, estimate of alpha)0.43329

Mean Square Error0.03691

DF error129.00000

t(b)2.97460

p(b)0.34045

t(a)1.58851

p(a)0.41210

VAR (95 Confidence Intrvl)0.03500

Lowerbound of 95% confidence interval for beta0.15766

Upperbound of 95% confidence interval for beta0.78397

Lowerbound of 95% confidence interval for alpha0.10638

Upperbound of 95% confidence interval for alpha0.97297

Treynor index (mean / b)1.07159

Jensen alpha (a)0.43329
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01802

Expected Shortfall on VaR0.02301
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00736

Expected Shortfall on VaR0.01431
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.95500

Quartile 10.99522

Median0.99999

Quartile 31.00668

Maximum1.05160

Mean of quarter 10.99002

Mean of quarter 20.99758

Mean of quarter 31.00303

Mean of quarter 41.01784

Inter Quartile Range0.01146

Number outliers low1.00000

Percentage of outliers low0.00763

Mean of outliers low0.95500

Number of outliers high8.00000

Percentage of outliers high0.06107

Mean of outliers high1.03541
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.33747

VaR(95%) (moments method)0.01085

Expected Shortfall (moments method)0.01826

Extreme Value Index (regression method)0.31343

VaR(95%) (regression method)0.00987

Expected Shortfall (regression method)0.01570
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations18.00000

Minimum0.00134

Quartile 10.00545

Median0.01189

Quartile 30.02061

Maximum0.06985

Mean of quarter 10.00379

Mean of quarter 20.00775

Mean of quarter 30.01524

Mean of quarter 40.04774

Inter Quartile Range0.01516

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.16667

Mean of outliers high0.05827
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)9.33974

VaR(95%) (moments method)0.04298

Expected Shortfall (moments method)0.04298

Extreme Value Index (regression method)1.03124

VaR(95%) (regression method)0.06282

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.06746

Strat Max DD how much worse than SP500 max DD during strat life?294934000

Max Equity Drawdown (num days)49
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.61003

Compounded annual return (geometric extrapolation)0.70306

Calmar ratio (compounded annual return / max draw down)10.06550

Compounded annual return / average of 25% largest draw downs14.72800

Compounded annual return / Expected Shortfall lognormal30.55750
Strategy Description
Location: London
Experience In Markets: 15 years
Job Title: Equity Trader
Preferred Markets: Equity Futures
Sharpe Ratio: 1.01
Description from the strategy designer:
The focus of London Equities is to capitalize on stock markets worldwide. Our strategies typically build exposure to the long side of the stock markets, but in certain periods, and on certain occasions we may initiate the occasional short sell position, as well as building a market neutral portfolio when the market climate dictates.
Year on year equities will typically increase in value, and our strategies will aim to increase that natural appreciation in value, by a multiple of 2 to 3.
This particular strategy focuses on providing European exposure for your portfolio and will tend to invest into the DAX in Germany, the FTSE in the UK, and the CAC in France. We may occasionally build exposure to the US markets.
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.