R Option
(102125034)
Subscription terms. Subscriptions to this system cost $150.00 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.
Directional Bets
Uses primarily options to make bets about the direction or magnitude of price movements in assets.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  

2013  +0.2%  +2.6%  +3.2%  +9.0%  +3.4%  +6.3%  +5.4%  +11.6%  +13.0%  +8.1%  +4.2%  +12.9%  +114.9% 
2014  +12.0%  +20.7%  +13.2%  +0.1%  +2.1%  +11.0%  +3.0%  +13.9%  +3.1%  +31.3%  (0.1%)  +13.0%  +211.4% 
2015  +6.0%  +1.2%  +6.0%  +4.3%  +3.3%  (14.7%)  +44.0%  +1.0%  +5.6%  +3.1%  +2.2%  +2.1%  +72.7% 
2016  +3.8%  (0.9%)  +5.0%  (0.3%)  +9.6%  (4.9%)  +14.5%  +1.6%  +3.4%  (2.2%)  +3.0%  +0.4%  +36.6% 
2017  +4.1%  +2.8%  +2.0%  +0.3%  +3.8%    +5.2%  +1.2%  +0.2%  +1.5%  +0.7%  +0.7%  +24.9% 
2018  +1.4%  (10.9%)    +1.5%    (0.5%)  +1.8%  +1.3%    +1.3%  +3.0%  (1.4%)  (3.2%) 
2019  +3.9%      +0.1%  (0.1%)  +0.2%  +0.8%  +0.1%      +1.0%  +0.7%  +6.9% 
2020  +0.7%  (12%)  (16.7%)  +32.5%      +0.6%  +1.4%  +2.6%        +2.3% 
2021            0.0 
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  $2,195,310  
Cash  $1  
Equity  $1  
Cumulative $  $2,095,307  
Includes dividends and cashsettled expirations:  $14,687  Itemized 
Total System Equity  $2,195,307  
Margined  $1  
Open P/L  $0  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began1/9/2013

Suggested Minimum Cap$100,000

Strategy Age (days)3044.3

Age102 months ago

What it tradesOptions

# Trades514

# Profitable445

% Profitable86.60%

Avg trade duration10.3 days

Max peaktovalley drawdown69.68%

drawdown periodMarch 04, 2020  March 23, 2020

Annual Return (Compounded)43.9%

Avg win$7,887

Avg loss$20,711
 Model Account Values (Raw)

Cash$2,195,310

Margin Used$0

Buying Power$2,195,310
 Ratios

W:L ratio2.48:1

Sharpe Ratio0.81

Sortino Ratio1.38

Calmar Ratio0.794
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)1802.14%

Correlation to SP5000.47810

Return Percent SP500 (cumu) during strategy life185.68%
 Return Statistics

Ann Return (w trading costs)43.9%
 Slump

Current Slump as Pcnt Equity1.00%
 Instruments

Percent Trades Futures0.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.14%
 Instruments

Short Options  Percent Coveredn/a
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.439%
 Instruments

Percent Trades Options0.99%

Percent Trades Stocks0.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)44.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss36.50%

Chance of 20% account loss11.00%

Chance of 30% account loss5.00%

Chance of 40% account loss1.00%

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

Chance of 100% account loss (Monte Carlo)100.00%
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)540

Popularity (Last 6 weeks)841
 Trading Style

Any stock shorts? 0/11
 Popularity

Popularity (7 days, Percentile 1000 scale)710
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?1
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$20,712

Avg Win$7,830

Sum Trade PL (losers)$1,429,100.000
 Age

Num Months filled monthly returns table101
 Win / Loss

Sum Trade PL (winners)$3,476,660.000

# Winners444

Num Months Winners72
 Dividends

Dividends Received in Model Acct14688
 Win / Loss

# Losers69

% Winners86.5%
 Frequency

Avg Position Time (mins)14838.30

Avg Position Time (hrs)247.31

Avg Trade Length10.3 days

Last Trade Ago236
 Leverage

Daily leverage (average)3.72

Daily leverage (max)23.75
 Regression

Alpha0.08

Beta1.29

Treynor Index0.09
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats35.86

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats49.32

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.27

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades3.189

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.00

Avg(MAE) / Avg(PL)  Winning trades1.138

Avg(MAE) / Avg(PL)  Losing trades1.470

HoldandHope Ratio0.314
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.47693

SD0.47447

Sharpe ratio (Glass type estimate)1.00519

Sharpe ratio (Hedges UMVUE)0.99688

df91.00000

t2.78323

p0.00327

Lowerbound of 95% confidence interval for Sharpe Ratio0.27983

Upperbound of 95% confidence interval for Sharpe Ratio1.72526

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.27436

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.71940
 Statistics related to Sortino ratio

Sortino ratio2.39869

Upside Potential Ratio3.08131

Upside part of mean0.61265

Downside part of mean0.13572

Upside SD0.44955

Downside SD0.19883

N nonnegative terms67.00000

N negative terms25.00000
 Statistics related to linear regression on benchmark

N of observations92.00000

Mean of predictor0.11835

Mean of criterion0.47693

SD of predictor0.19000

SD of criterion0.47447

Covariance0.05501

r0.61024

b (slope, estimate of beta)1.52391

a (intercept, estimate of alpha)0.29658

Mean Square Error0.14286

DF error90.00000

t(b)7.30764

p(b)0.00000

t(a)2.13801

p(a)0.01761

Lowerbound of 95% confidence interval for beta1.10962

Upperbound of 95% confidence interval for beta1.93820

Lowerbound of 95% confidence interval for alpha0.02099

Upperbound of 95% confidence interval for alpha0.57217

Treynor index (mean / b)0.31296

Jensen alpha (a)0.29658
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.37502

SD0.42760

Sharpe ratio (Glass type estimate)0.87704

Sharpe ratio (Hedges UMVUE)0.86980

df91.00000

t2.42843

p0.00857

Lowerbound of 95% confidence interval for Sharpe Ratio0.15551

Upperbound of 95% confidence interval for Sharpe Ratio1.59392

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.15075

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.58884
 Statistics related to Sortino ratio

Sortino ratio1.42889

Upside Potential Ratio2.05328

Upside part of mean0.53890

Downside part of mean0.16388

Upside SD0.35169

Downside SD0.26246

N nonnegative terms67.00000

N negative terms25.00000
 Statistics related to linear regression on benchmark

N of observations92.00000

Mean of predictor0.09820

Mean of criterion0.37502

SD of predictor0.20330

SD of criterion0.42760

Covariance0.06056

r0.69664

b (slope, estimate of beta)1.46524

a (intercept, estimate of alpha)0.23113

Mean Square Error0.09515

DF error90.00000

t(b)9.21200

p(b)0.00000

t(a)2.05458

p(a)0.02141

Lowerbound of 95% confidence interval for beta1.14924

Upperbound of 95% confidence interval for beta1.78124

Lowerbound of 95% confidence interval for alpha0.00764

Upperbound of 95% confidence interval for alpha0.45462

Treynor index (mean / b)0.25594

Jensen alpha (a)0.23113
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.15784

Expected Shortfall on VaR0.19935
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01536

Expected Shortfall on VaR0.04084
 ORDER STATISTICS
 Quartiles of return rates

Number of observations92.00000

Minimum0.50928

Quartile 11.00147

Median1.01515

Quartile 31.05293

Maximum1.90525

Mean of quarter 10.95714

Mean of quarter 21.00856

Mean of quarter 31.03049

Mean of quarter 41.17210

Inter Quartile Range0.05146

Number outliers low4.00000

Percentage of outliers low0.04348

Mean of outliers low0.77833

Number of outliers high10.00000

Percentage of outliers high0.10870

Mean of outliers high1.29245
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.91233

VaR(95%) (moments method)0.00419

Expected Shortfall (moments method)0.07063

Extreme Value Index (regression method)1.30208

VaR(95%) (regression method)0.02641

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

Number of observations8.00000

Minimum0.00475

Quartile 10.01207

Median0.06383

Quartile 30.13412

Maximum0.49072

Mean of quarter 10.00614

Mean of quarter 20.01490

Mean of quarter 30.11600

Mean of quarter 40.33279

Inter Quartile Range0.12205

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.12500

Mean of outliers high0.49072
 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)2.73359

Compounded annual return (geometric extrapolation)0.49620

Calmar ratio (compounded annual return / max draw down)1.01116

Compounded annual return / average of 25% largest draw downs1.49104

Compounded annual return / Expected Shortfall lognormal2.48906

0.00000

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

Mean0.46466

SD0.43615

Sharpe ratio (Glass type estimate)1.06537

Sharpe ratio (Hedges UMVUE)1.06497

df2019.00000

t2.95818

p0.00157

Lowerbound of 95% confidence interval for Sharpe Ratio0.35861

Upperbound of 95% confidence interval for Sharpe Ratio1.77187

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.35834

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.77160
 Statistics related to Sortino ratio

Sortino ratio1.77026

Upside Potential Ratio4.90125

Upside part of mean1.28648

Downside part of mean0.82183

Upside SD0.34937

Downside SD0.26248

N nonnegative terms795.00000

N negative terms1225.00000
 Statistics related to linear regression on benchmark

N of observations2020.00000

Mean of predictor0.12319

Mean of criterion0.46466

SD of predictor0.17634

SD of criterion0.43615

Covariance0.03648

r0.47431

b (slope, estimate of beta)1.17312

a (intercept, estimate of alpha)0.32000

Mean Square Error0.14750

DF error2018.00000

t(b)24.20270

p(b)0.00000

t(a)2.31238

p(a)0.01043

Lowerbound of 95% confidence interval for beta1.07806

Upperbound of 95% confidence interval for beta1.26818

Lowerbound of 95% confidence interval for alpha0.04863

Upperbound of 95% confidence interval for alpha0.59165

Treynor index (mean / b)0.39609

Jensen alpha (a)0.32014
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.37276

SD0.42562

Sharpe ratio (Glass type estimate)0.87581

Sharpe ratio (Hedges UMVUE)0.87548

df2019.00000

t2.43183

p0.00755

Lowerbound of 95% confidence interval for Sharpe Ratio0.16933

Upperbound of 95% confidence interval for Sharpe Ratio1.58210

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.16910

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.58187
 Statistics related to Sortino ratio

Sortino ratio1.30220

Upside Potential Ratio4.30782

Upside part of mean1.23313

Downside part of mean0.86037

Upside SD0.31567

Downside SD0.28625

N nonnegative terms795.00000

N negative terms1225.00000
 Statistics related to linear regression on benchmark

N of observations2020.00000

Mean of predictor0.10756

Mean of criterion0.37276

SD of predictor0.17680

SD of criterion0.42562

Covariance0.03640

r0.48375

b (slope, estimate of beta)1.16453

a (intercept, estimate of alpha)0.24750

Mean Square Error0.13883

DF error2018.00000

t(b)24.82960

p(b)0.00000

t(a)1.84311

p(a)0.03273

Lowerbound of 95% confidence interval for beta1.07255

Upperbound of 95% confidence interval for beta1.25650

Lowerbound of 95% confidence interval for alpha0.01585

Upperbound of 95% confidence interval for alpha0.51084

Treynor index (mean / b)0.32010

Jensen alpha (a)0.24750
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04097

Expected Shortfall on VaR0.05140
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00786

Expected Shortfall on VaR0.01827
 ORDER STATISTICS
 Quartiles of return rates

Number of observations2020.00000

Minimum0.72675

Quartile 11.00000

Median1.00000

Quartile 31.00178

Maximum1.40726

Mean of quarter 10.98770

Mean of quarter 21.00000

Mean of quarter 31.00041

Mean of quarter 41.01940

Inter Quartile Range0.00178

Number outliers low250.00000

Percentage of outliers low0.12376

Mean of outliers low0.97588

Number of outliers high350.00000

Percentage of outliers high0.17327

Mean of outliers high1.02667
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.26182

VaR(95%) (moments method)0.00640

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.74359

VaR(95%) (regression method)0.00754

Expected Shortfall (regression method)0.03994
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations163.00000

Minimum0.00000

Quartile 10.00107

Median0.00537

Quartile 30.01789

Maximum0.62058

Mean of quarter 10.00050

Mean of quarter 20.00288

Mean of quarter 30.01142

Mean of quarter 40.09095

Inter Quartile Range0.01682

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high20.00000

Percentage of outliers high0.12270

Mean of outliers high0.15901
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.87942

VaR(95%) (moments method)0.08948

Expected Shortfall (moments method)0.78241

Extreme Value Index (regression method)0.78312

VaR(95%) (regression method)0.07835

Expected Shortfall (regression method)0.38289
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)2.71825

Compounded annual return (geometric extrapolation)0.49282

Calmar ratio (compounded annual return / max draw down)0.79413

Compounded annual return / average of 25% largest draw downs5.41854

Compounded annual return / Expected Shortfall lognormal9.58788

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

Mean0.05984

SD0.04903

Sharpe ratio (Glass type estimate)1.22042

Sharpe ratio (Hedges UMVUE)1.21337

df130.00000

t0.86297

p0.46226

Lowerbound of 95% confidence interval for Sharpe Ratio1.55765

Upperbound of 95% confidence interval for Sharpe Ratio3.99390

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.56236

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.98909
 Statistics related to Sortino ratio

Sortino ratio2.44248

Upside Potential Ratio6.30242

Upside part of mean0.15440

Downside part of mean0.09456

Upside SD0.04241

Downside SD0.02450

N nonnegative terms26.00000

N negative terms105.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.68496

Mean of criterion0.05984

SD of predictor0.23593

SD of criterion0.04903

Covariance0.00197

r0.16993

b (slope, estimate of beta)0.03531

a (intercept, estimate of alpha)0.03565

Mean Square Error0.00235

DF error129.00000

t(b)1.95847

p(b)0.39234

t(a)0.51149

p(a)0.47137

Lowerbound of 95% confidence interval for beta0.00036

Upperbound of 95% confidence interval for beta0.07098

Lowerbound of 95% confidence interval for alpha0.10225

Upperbound of 95% confidence interval for alpha0.17354

Treynor index (mean / b)1.69449

Jensen alpha (a)0.03565
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.05864

SD0.04878

Sharpe ratio (Glass type estimate)1.20206

Sharpe ratio (Hedges UMVUE)1.19511

df130.00000

t0.84998

p0.46283

Lowerbound of 95% confidence interval for Sharpe Ratio1.57589

Upperbound of 95% confidence interval for Sharpe Ratio3.97542

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.58050

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.97072
 Statistics related to Sortino ratio

Sortino ratio2.38031

Upside Potential Ratio6.23069

Upside part of mean0.15349

Downside part of mean0.09485

Upside SD0.04204

Downside SD0.02463

N nonnegative terms26.00000

N negative terms105.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.65672

Mean of criterion0.05864

SD of predictor0.23401

SD of criterion0.04878

Covariance0.00196

r0.17178

b (slope, estimate of beta)0.03581

a (intercept, estimate of alpha)0.03512

Mean Square Error0.00233

DF error129.00000

t(b)1.98044

p(b)0.39118

t(a)0.50718

p(a)0.47161

VAR (95 Confidence Intrvl)0.04100

Lowerbound of 95% confidence interval for beta0.00003

Upperbound of 95% confidence interval for beta0.07158

Lowerbound of 95% confidence interval for alpha0.10189

Upperbound of 95% confidence interval for alpha0.17213

Treynor index (mean / b)1.63759

Jensen alpha (a)0.03512
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00472

Expected Shortfall on VaR0.00597
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00109

Expected Shortfall on VaR0.00242
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98580

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.02121

Mean of quarter 10.99890

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00243

Inter Quartile Range0.00000

Number outliers low9.00000

Percentage of outliers low0.06870

Mean of outliers low0.99596

Number of outliers high32.00000

Percentage of outliers high0.24427

Mean of outliers high1.00251
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)2.12124

VaR(95%) (moments method)0.00059

Expected Shortfall (moments method)0.00101

Extreme Value Index (regression method)0.27768

VaR(95%) (regression method)0.00098

Expected Shortfall (regression method)0.00435
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00026

Quartile 10.00191

Median0.00410

Quartile 30.00513

Maximum0.01537

Mean of quarter 10.00083

Mean of quarter 20.00343

Mean of quarter 30.00476

Mean of quarter 40.01031

Inter Quartile Range0.00322

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.16667

Mean of outliers high0.01537
 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

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?355177000

Max Equity Drawdown (num days)19
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.08844

Compounded annual return (geometric extrapolation)0.09040

Calmar ratio (compounded annual return / max draw down)5.88190

Compounded annual return / average of 25% largest draw downs8.76877

Compounded annual return / Expected Shortfall lognormal15.13210
Strategy Description
The Strategy is managed by Mario Randholm, CEO of Randholm & Co., an investment management company dedicated to managing capital for its clients and employees by adhering to mathematical and statistical methods.
The strategy has more than 10 years of track record with the original algorithm. If you wish to review available broker data an NDA must be signed.
With the subscription you will obtain direct access to private blog commentaries as well as direct access to private communication channels.
As of Jan 2019, the model will also deploy a cash management strategy. The data above is hypothetical and may differ from broker data which for example, pays interest on the account cash balance.
As of Jan 2020, the model will also deploy hedges to provide limited protection during a black swan event.
For those using R Option as a risk management tool and/or a "Risk on / Risk Off" signal provider, nothing have change.
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.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
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.