Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List
These are hypothetical performance results that have certain inherent limitations. Learn more

Algo Commodities ABC
(114545350)

Created by: Algo16 Algo16
Started: 10/2017
Futures
Last trade: 2 days ago

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $49.00 per month.

4.9%
Cumul. Return
18.7%
Max Drawdown
22
Num Trades
68.2%
Win Trades
1.4 : 1
Profit Factor
60.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                                                               +0.7%+10.0%+0.3%+11.1%
2018(4.5%)(1.1%)                                                            (5.6%)

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.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/30/18 12:26 @YWK8 Mini Wheat Globex LONG 1 468 1/4 2/8 20:31 467 1/4 0.5%
Trade id #116180260
Max drawdown($182)
Time2/4/18 20:01
Quant open1
Worst price450
Drawdown as % of equity-0.50%
($18)
Includes Typical Broker Commissions trade costs of $8.00
2/5/18 15:11 @ESH8 E-MINI S&P 500 LONG 1 2646.00 2/5 15:13 2666.00 3.04%
Trade id #116310184
Max drawdown($1,100)
Time2/5/18 15:13
Quant open1
Worst price2644.00
Drawdown as % of equity-3.04%
$992
Includes Typical Broker Commissions trade costs of $8.00
1/2/18 14:06 @OJH8 Orange Juice LONG 1 136.35 1/3 10:20 138.05 0%
Trade id #115650635
Max drawdown$0
Time1/3/18 8:20
Quant open1
Worst price136.35
Drawdown as % of equity0.00%
$247
Includes Typical Broker Commissions trade costs of $8.00
12/27/17 12:43 @YWH8 Mini Wheat Globex LONG 1 427 3/4 1/2/18 10:20 435 1/4 0.09%
Trade id #115544823
Max drawdown($36)
Time12/29/17 10:18
Quant open1
Worst price424
Drawdown as % of equity-0.09%
$67
Includes Typical Broker Commissions trade costs of $8.00
12/29/17 11:13 @KCH8 COFFEE LONG 1 125.55 1/2/18 10:20 128.55 0.24%
Trade id #115591545
Max drawdown($93)
Time12/29/17 11:52
Quant open1
Worst price125.30
Drawdown as % of equity-0.24%
$1,117
Includes Typical Broker Commissions trade costs of $8.00
11/30/17 11:14 @KCH8 COFFEE LONG 4 125.79 12/29 11:13 125.42 25.64%
Trade id #115121225
Max drawdown($8,423)
Time12/12/17 13:19
Quant open3
Worst price118.30
Drawdown as % of equity-25.64%
($576)
Includes Typical Broker Commissions trade costs of $32.00
11/30/17 2:11 @YWH8 Mini Wheat Globex LONG 1 433 2/4 12/11 12:25 410 4/4 0.64%
Trade id #115112162
Max drawdown($226)
Time12/11/17 12:19
Quant open1
Worst price410 4/4
Drawdown as % of equity-0.64%
($234)
Includes Typical Broker Commissions trade costs of $8.00
11/6/17 12:51 @YWZ7 Mini Wheat Globex LONG 1 429 4/4 11/30 2:10 411 3/4 0.62%
Trade id #114706492
Max drawdown($247)
Time11/28/17 13:31
Quant open1
Worst price405 1/4
Drawdown as % of equity-0.62%
($191)
Includes Typical Broker Commissions trade costs of $8.00
11/24/17 12:40 @KCH8 COFFEE LONG 1 127.40 11/27 10:27 128.10 0.29%
Trade id #115016790
Max drawdown($112)
Time11/24/17 13:00
Quant open1
Worst price127.10
Drawdown as % of equity-0.29%
$255
Includes Typical Broker Commissions trade costs of $8.00
11/17/17 12:40 @KCH8 COFFEE LONG 1 127.55 11/24 9:59 129.15 2.65%
Trade id #114918784
Max drawdown($1,012)
Time11/20/17 11:39
Quant open1
Worst price124.85
Drawdown as % of equity-2.65%
$592
Includes Typical Broker Commissions trade costs of $8.00
11/17/17 12:38 @CTH8 COTTON - #2 LONG 1 6957 11/20 11:44 7048 0.66%
Trade id #114918720
Max drawdown($255)
Time11/17/17 13:32
Quant open1
Worst price6906
Drawdown as % of equity-0.66%
$447
Includes Typical Broker Commissions trade costs of $8.00
11/16/17 21:00 @CTH8 COTTON - #2 LONG 1 6918 11/17 10:19 6969 0.05%
Trade id #114907334
Max drawdown($20)
Time11/16/17 21:02
Quant open1
Worst price6914
Drawdown as % of equity-0.05%
$247
Includes Typical Broker Commissions trade costs of $8.00
11/2/17 13:19 @KCZ7 COFFEE LONG 1 126.55 11/13 10:08 127.80 4.37%
Trade id #114655493
Max drawdown($1,612)
Time11/6/17 4:38
Quant open1
Worst price122.25
Drawdown as % of equity-4.37%
$461
Includes Typical Broker Commissions trade costs of $8.00
11/2/17 13:22 @SBH8 Sugar #11 LONG 1 14.22 11/3 9:55 14.59 0.06%
Trade id #114655601
Max drawdown($22)
Time11/3/17 4:50
Quant open1
Worst price14.20
Drawdown as % of equity-0.06%
$406
Includes Typical Broker Commissions trade costs of $8.00
11/2/17 13:20 @CTZ7 COTTON - #2 LONG 1 6919 11/2 13:22 6923 0%
Trade id #114655512
Max drawdown$0
Time11/2/17 13:22
Quant open1
Worst price6919
Drawdown as % of equity0.00%
$12
Includes Typical Broker Commissions trade costs of $8.00
10/31/17 13:09 @YWZ7 Mini Wheat Globex LONG 1 417 2/4 11/2 13:15 424 0.02%
Trade id #114614596
Max drawdown($6)
Time10/31/17 13:17
Quant open1
Worst price416 4/4
Drawdown as % of equity-0.02%
$57
Includes Typical Broker Commissions trade costs of $8.00
11/2/17 11:24 @KCZ7 COFFEE LONG 1 125.95 11/2 13:14 126.45 0.35%
Trade id #114651919
Max drawdown($131)
Time11/2/17 11:28
Quant open1
Worst price125.60
Drawdown as % of equity-0.35%
$180
Includes Typical Broker Commissions trade costs of $8.00
10/27/17 12:53 @KCZ7 COFFEE LONG 2 124.08 11/2 11:23 125.88 6.36%
Trade id #114574233
Max drawdown($2,156)
Time11/1/17 11:40
Quant open2
Worst price121.20
Drawdown as % of equity-6.36%
$1,334
Includes Typical Broker Commissions trade costs of $16.00
10/26/17 12:47 @KCZ7 COFFEE LONG 1 124.15 10/27 9:18 126.30 0.64%
Trade id #114545358
Max drawdown($225)
Time10/26/17 13:00
Quant open1
Worst price123.55
Drawdown as % of equity-0.64%
$798
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    10/26/2017
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    114.28
  • Age
    115 days ago
  • What it trades
    Futures
  • # Trades
    22
  • # Profitable
    15
  • % Profitable
    68.20%
  • Avg trade duration
    7.5 days
  • Max peak-to-valley drawdown
    18.66%
  • drawdown period
    Nov 27, 2017 - Dec 12, 2017
  • Cumul. Return
    4.9%
  • Avg win
    $489.33
  • Avg loss
    $745.57
  • Model Account Values (Raw)
  • Cash
    $41,376
  • Margin Used
    $6,454
  • Buying Power
    $32,790
  • Ratios
  • W:L ratio
    1.41:1
  • Sharpe Ratio
    0.813
  • Sortino Ratio
    1.245
  • Calmar Ratio
    1.657
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.12700
  • Return Statistics
  • Ann Return (w trading costs)
    15.9%
  • Ann Return (Compnd, No Fees)
    20.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    56.50%
  • Chance of 20% account loss
    9.00%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    596
  • C2 Score
    43.9
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Loss
    $746
  • Avg Win
    $489
  • # Winners
    15
  • # Losers
    7
  • % Winners
    68.2%
  • Frequency
  • Avg Position Time (mins)
    10839.70
  • Avg Position Time (hrs)
    180.66
  • Avg Trade Length
    7.5 days
  • Last Trade Ago
    1
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.37142
  • SD
    0.31600
  • Sharpe ratio (Glass type estimate)
    1.17537
  • Sharpe ratio (Hedges UMVUE)
    0.66313
  • df
    2.00000
  • t
    0.58768
  • p
    0.30813
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.00975
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.11572
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.31030
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.63656
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.89179
  • Upside Potential Ratio
    5.89179
  • Upside part of mean
    0.56230
  • Downside part of mean
    -0.19087
  • Upside SD
    0.26260
  • Downside SD
    0.09544
  • N nonnegative terms
    2.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    3.00000
  • Mean of predictor
    0.36933
  • Mean of criterion
    0.37142
  • SD of predictor
    0.05918
  • SD of criterion
    0.31600
  • Covariance
    -0.01244
  • r
    -0.66496
  • b (slope, estimate of beta)
    -3.55046
  • a (intercept, estimate of alpha)
    1.68271
  • Mean Square Error
    0.11141
  • DF error
    1.00000
  • t(b)
    -0.89032
  • p(b)
    0.73155
  • t(a)
    1.04060
  • p(a)
    0.24367
  • Lowerbound of 95% confidence interval for beta
    -54.22110
  • Upperbound of 95% confidence interval for beta
    47.12010
  • Lowerbound of 95% confidence interval for alpha
    -18.86390
  • Upperbound of 95% confidence interval for alpha
    22.22930
  • Treynor index (mean / b)
    -0.10461
  • Jensen alpha (a)
    1.68271
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.33427
  • SD
    0.30219
  • Sharpe ratio (Glass type estimate)
    1.10615
  • Sharpe ratio (Hedges UMVUE)
    0.62408
  • df
    2.00000
  • t
    0.55307
  • p
    0.31789
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.05684
  • Upperbound of 95% confidence interval for Sharpe Ratio
    5.03646
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.34327
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.59143
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.42638
  • Upside Potential Ratio
    5.42638
  • Upside part of mean
    0.52938
  • Downside part of mean
    -0.19511
  • Upside SD
    0.24632
  • Downside SD
    0.09756
  • N nonnegative terms
    2.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    3.00000
  • Mean of predictor
    0.36183
  • Mean of criterion
    0.33427
  • SD of predictor
    0.05729
  • SD of criterion
    0.30219
  • Covariance
    -0.01130
  • r
    -0.65260
  • b (slope, estimate of beta)
    -3.44210
  • a (intercept, estimate of alpha)
    1.57973
  • Mean Square Error
    0.10485
  • DF error
    1.00000
  • t(b)
    -0.86129
  • p(b)
    0.72632
  • t(a)
    0.99703
  • p(a)
    0.25047
  • Lowerbound of 95% confidence interval for beta
    -54.22150
  • Upperbound of 95% confidence interval for beta
    47.33740
  • Lowerbound of 95% confidence interval for alpha
    -18.55240
  • Upperbound of 95% confidence interval for alpha
    21.71190
  • Treynor index (mean / b)
    -0.09711
  • Jensen alpha (a)
    1.57973
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.10920
  • Expected Shortfall on VaR
    0.14064
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02896
  • Expected Shortfall on VaR
    0.05452
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    3.00000
  • Minimum
    0.95461
  • Quartile 1
    0.98328
  • Median
    1.01195
  • Quartile 3
    1.07262
  • Maximum
    1.13328
  • Mean of quarter 1
    0.95461
  • Mean of quarter 2
    1.01195
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    1.13328
  • Inter Quartile Range
    0.08933
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.04539
  • Quartile 1
    0.04539
  • Median
    0.04539
  • Quartile 3
    0.04539
  • Maximum
    0.04539
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.37908
  • Compounded annual return (geometric extrapolation)
    0.43645
  • Calmar ratio (compounded annual return / max draw down)
    9.61545
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    3.10331
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.25640
  • SD
    0.31245
  • Sharpe ratio (Glass type estimate)
    0.82062
  • Sharpe ratio (Hedges UMVUE)
    0.81271
  • df
    78.00000
  • t
    0.45062
  • p
    0.32676
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.75362
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.38966
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.75889
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.38430
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.24493
  • Upside Potential Ratio
    10.11320
  • Upside part of mean
    2.08290
  • Downside part of mean
    -1.82650
  • Upside SD
    0.23286
  • Downside SD
    0.20596
  • N nonnegative terms
    44.00000
  • N negative terms
    35.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    79.00000
  • Mean of predictor
    0.19768
  • Mean of criterion
    0.25640
  • SD of predictor
    0.14206
  • SD of criterion
    0.31245
  • Covariance
    0.00895
  • r
    0.20165
  • b (slope, estimate of beta)
    0.44351
  • a (intercept, estimate of alpha)
    0.16900
  • Mean Square Error
    0.09487
  • DF error
    77.00000
  • t(b)
    1.80656
  • p(b)
    0.03737
  • t(a)
    0.29968
  • p(a)
    0.38261
  • Lowerbound of 95% confidence interval for beta
    -0.04534
  • Upperbound of 95% confidence interval for beta
    0.93236
  • Lowerbound of 95% confidence interval for alpha
    -0.95239
  • Upperbound of 95% confidence interval for alpha
    1.28984
  • Treynor index (mean / b)
    0.57812
  • Jensen alpha (a)
    0.16873
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.20827
  • SD
    0.31160
  • Sharpe ratio (Glass type estimate)
    0.66838
  • Sharpe ratio (Hedges UMVUE)
    0.66193
  • df
    78.00000
  • t
    0.36702
  • p
    0.35730
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.90458
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.23713
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.90890
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.23276
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.99726
  • Upside Potential Ratio
    9.84572
  • Upside part of mean
    2.05617
  • Downside part of mean
    -1.84791
  • Upside SD
    0.22895
  • Downside SD
    0.20884
  • N nonnegative terms
    44.00000
  • N negative terms
    35.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    79.00000
  • Mean of predictor
    0.18750
  • Mean of criterion
    0.20827
  • SD of predictor
    0.14346
  • SD of criterion
    0.31160
  • Covariance
    0.00901
  • r
    0.20144
  • b (slope, estimate of beta)
    0.43754
  • a (intercept, estimate of alpha)
    0.12623
  • Mean Square Error
    0.09437
  • DF error
    77.00000
  • t(b)
    1.80464
  • p(b)
    0.03752
  • t(a)
    0.22490
  • p(a)
    0.41133
  • Lowerbound of 95% confidence interval for beta
    -0.04524
  • Upperbound of 95% confidence interval for beta
    0.92031
  • Lowerbound of 95% confidence interval for alpha
    -0.99140
  • Upperbound of 95% confidence interval for alpha
    1.24386
  • Treynor index (mean / b)
    0.47600
  • Jensen alpha (a)
    0.12623
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.03040
  • Expected Shortfall on VaR
    0.03814
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01508
  • Expected Shortfall on VaR
    0.02808
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    79.00000
  • Minimum
    0.96312
  • Quartile 1
    0.98701
  • Median
    1.00139
  • Quartile 3
    1.01017
  • Maximum
    1.05217
  • Mean of quarter 1
    0.97697
  • Mean of quarter 2
    0.99587
  • Mean of quarter 3
    1.00624
  • Mean of quarter 4
    1.02552
  • Inter Quartile Range
    0.02316
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.02532
  • Mean of outliers high
    1.05123
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.17787
  • VaR(95%) (moments method)
    0.02425
  • Expected Shortfall (moments method)
    0.02951
  • Extreme Value Index (regression method)
    -0.87997
  • VaR(95%) (regression method)
    0.02397
  • Expected Shortfall (regression method)
    0.02561
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    7.00000
  • Minimum
    0.00078
  • Quartile 1
    0.00302
  • Median
    0.00752
  • Quartile 3
    0.07153
  • Maximum
    0.16079
  • Mean of quarter 1
    0.00131
  • Mean of quarter 2
    0.00587
  • Mean of quarter 3
    0.02714
  • Mean of quarter 4
    0.13836
  • Inter Quartile Range
    0.06851
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    0.24479
  • Compounded annual return (geometric extrapolation)
    0.26640
  • Calmar ratio (compounded annual return / max draw down)
    1.65679
  • Compounded annual return / average of 25% largest draw downs
    1.92542
  • Compounded annual return / Expected Shortfall lognormal
    6.98430

Strategy Description

There are some trades that show a position of 4 contracts in history. That is incorrect. If the starting position is 1 contract, and 1 more is added, then if one of these two contracts is closed and later one is re-purchased, C2 counts the number of contracts as 4 instead of 2 or 3 that were open at any given time. C2 basically adds all contracts until the entire position is closed out even though at any given time only few of these positions were open.

Summary Statistics

Strategy began
2017-10-26
Suggested Minimum Capital
$35,000
# Trades
22
# Profitable
15
% Profitable
68.2%
Correlation S&P500
0.127
Sharpe Ratio
0.813

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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 under-or over-compensated 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 re-scaled downward to make current go-forward 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 per-trade 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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

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.