Data Miner AI 1
(125578980)
Subscription terms. Subscriptions to this system cost $50.00 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.
Nonhedged Equity
Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stockpickers."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  

2019  +3.7%  (1.5%)  +8.9%  +11.3%  
2020  (4.7%)  (3.9%)  (5%)  +2.2%  (0.2%)  (0.1%)  +2.9%  (0.6%)  (2.2%)  +1.8%  +16.8%  +3.3%  +8.9% 
2021  +10.3%  +0.1%  +10.3% 
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  $60,000  
Buy Power  $54,268  
Cash  $1  
Equity  $1  
Cumulative $  $26,888  
Includes dividends and cashsettled expirations:  $268  Itemized 
Total System Equity  $86,888  
Margined  $1  
Open P/L  ($1,292)  
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 began10/1/2019

Suggested Minimum Cap$15,000

Strategy Age (days)515.18

Age17 months ago

What it tradesStocks

# Trades1630

# Profitable1215

% Profitable74.50%

Avg trade duration8.2 days

Max peaktovalley drawdown28.51%

drawdown periodJan 16, 2020  March 18, 2020

Annual Return (Compounded)22.7%

Avg win$92.61

Avg loss$207.00
 Model Account Values (Raw)

Cash$58,453

Margin Used$0

Buying Power$54,268
 Ratios

W:L ratio1.32:1

Sharpe Ratio0.88

Sortino Ratio1.22

Calmar Ratio1.228
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)4.18%

Correlation to SP5000.48870

Return Percent SP500 (cumu) during strategy life29.62%
 Return Statistics

Ann Return (w trading costs)22.7%
 Slump

Current Slump as Pcnt Equity5.10%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.01%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.227%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)29.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 60% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automated99.83%
 Risk of Ruin (MonteCarlo)

Chance of 90% account loss (Monte Carlo)n/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)661
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score214

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$207

Avg Win$93

Sum Trade PL (losers)$85,905.000
 Age

Num Months filled monthly returns table17
 Win / Loss

Sum Trade PL (winners)$112,525.000

# Winners1215

Num Months Winners8
 Dividends

Dividends Received in Model Acct269
 Win / Loss

# Losers415

% Winners74.5%
 Frequency

Avg Position Time (mins)11809.00

Avg Position Time (hrs)196.82

Avg Trade Length8.2 days

Last Trade Ago0
 Leverage

Daily leverage (average)0.61

Daily leverage (max)1.00
 Regression

Alpha0.04

Beta0.32

Treynor Index0.18
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.30

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades16.789

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 trades0.858

Avg(MAE) / Avg(PL)  Losing trades1.252

HoldandHope Ratio0.068
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.29856

SD0.21307

Sharpe ratio (Glass type estimate)1.40123

Sharpe ratio (Hedges UMVUE)1.32978

df15.00000

t1.61800

p0.26082

Lowerbound of 95% confidence interval for Sharpe Ratio0.38872

Upperbound of 95% confidence interval for Sharpe Ratio3.14858

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43304

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.09259
 Statistics related to Sortino ratio

Sortino ratio2.83186

Upside Potential Ratio4.53870

Upside part of mean0.47852

Downside part of mean0.17995

Upside SD0.19717

Downside SD0.10543

N nonnegative terms10.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations16.00000

Mean of predictor0.21593

Mean of criterion0.29856

SD of predictor0.25559

SD of criterion0.21307

Covariance0.03750

r0.68869

b (slope, estimate of beta)0.57414

a (intercept, estimate of alpha)0.17459

Mean Square Error0.02557

DF error14.00000

t(b)3.55404

p(b)0.15565

t(a)1.22251

p(a)0.34471

Lowerbound of 95% confidence interval for beta0.22766

Upperbound of 95% confidence interval for beta0.92062

Lowerbound of 95% confidence interval for alpha0.13171

Upperbound of 95% confidence interval for alpha0.48089

Treynor index (mean / b)0.52002

Jensen alpha (a)0.17459
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.27379

SD0.20956

Sharpe ratio (Glass type estimate)1.30653

Sharpe ratio (Hedges UMVUE)1.23991

df15.00000

t1.50866

p0.27411

Lowerbound of 95% confidence interval for Sharpe Ratio0.47308

Upperbound of 95% confidence interval for Sharpe Ratio3.04596

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51450

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.99432
 Statistics related to Sortino ratio

Sortino ratio2.49679

Upside Potential Ratio4.18732

Upside part of mean0.45917

Downside part of mean0.18538

Upside SD0.18813

Downside SD0.10966

N nonnegative terms10.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations16.00000

Mean of predictor0.18142

Mean of criterion0.27379

SD of predictor0.26784

SD of criterion0.20956

Covariance0.03959

r0.70533

b (slope, estimate of beta)0.55185

a (intercept, estimate of alpha)0.17368

Mean Square Error0.02364

DF error14.00000

t(b)3.72294

p(b)0.14733

t(a)1.27843

p(a)0.33834

Lowerbound of 95% confidence interval for beta0.23393

Upperbound of 95% confidence interval for beta0.86978

Lowerbound of 95% confidence interval for alpha0.11770

Upperbound of 95% confidence interval for alpha0.46505

Treynor index (mean / b)0.49613

Jensen alpha (a)0.17368
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07382

Expected Shortfall on VaR0.09671
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02864

Expected Shortfall on VaR0.05838
 ORDER STATISTICS
 Quartiles of return rates

Number of observations16.00000

Minimum0.90285

Quartile 10.98579

Median1.03074

Quartile 31.07485

Maximum1.11995

Mean of quarter 10.95022

Mean of quarter 21.00614

Mean of quarter 31.05250

Mean of quarter 41.09997

Inter Quartile Range0.08906

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 for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)3.13535

VaR(95%) (moments method)0.04276

Expected Shortfall (moments method)0.04308

Extreme Value Index (regression method)0.00975

VaR(95%) (regression method)0.06954

Expected Shortfall (regression method)0.10318
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01342

Quartile 10.05322

Median0.09303

Quartile 30.13283

Maximum0.17264

Mean of quarter 10.01342

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.17264

Inter Quartile Range0.07961

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)0.37141

Compounded annual return (geometric extrapolation)0.35216

Calmar ratio (compounded annual return / max draw down)2.03983

Compounded annual return / average of 25% largest draw downs2.03983

Compounded annual return / Expected Shortfall lognormal3.64123

0.00000

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

Mean0.25684

SD0.18412

Sharpe ratio (Glass type estimate)1.39498

Sharpe ratio (Hedges UMVUE)1.39210

df363.00000

t1.64425

p0.05050

Lowerbound of 95% confidence interval for Sharpe Ratio0.27186

Upperbound of 95% confidence interval for Sharpe Ratio3.05995

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.27381

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.05801
 Statistics related to Sortino ratio

Sortino ratio1.95102

Upside Potential Ratio8.85083

Upside part of mean1.16517

Downside part of mean0.90833

Upside SD0.12934

Downside SD0.13165

N nonnegative terms213.00000

N negative terms151.00000
 Statistics related to linear regression on benchmark

N of observations364.00000

Mean of predictor0.20401

Mean of criterion0.25684

SD of predictor0.29939

SD of criterion0.18412

Covariance0.02652

r0.48115

b (slope, estimate of beta)0.29590

a (intercept, estimate of alpha)0.19600

Mean Square Error0.02612

DF error362.00000

t(b)10.44270

p(b)0.00000

t(a)1.43155

p(a)0.07657

Lowerbound of 95% confidence interval for beta0.24017

Upperbound of 95% confidence interval for beta0.35162

Lowerbound of 95% confidence interval for alpha0.07343

Upperbound of 95% confidence interval for alpha0.46638

Treynor index (mean / b)0.86801

Jensen alpha (a)0.19648
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.23974

SD0.18463

Sharpe ratio (Glass type estimate)1.29850

Sharpe ratio (Hedges UMVUE)1.29582

df363.00000

t1.53053

p0.06338

Lowerbound of 95% confidence interval for Sharpe Ratio0.36788

Upperbound of 95% confidence interval for Sharpe Ratio2.96314

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.36968

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.96131
 Statistics related to Sortino ratio

Sortino ratio1.79468

Upside Potential Ratio8.65983

Upside part of mean1.15680

Downside part of mean0.91706

Upside SD0.12794

Downside SD0.13358

N nonnegative terms213.00000

N negative terms151.00000
 Statistics related to linear regression on benchmark

N of observations364.00000

Mean of predictor0.15883

Mean of criterion0.23974

SD of predictor0.30156

SD of criterion0.18463

Covariance0.02710

r0.48674

b (slope, estimate of beta)0.29800

a (intercept, estimate of alpha)0.19241

Mean Square Error0.02608

DF error362.00000

t(b)10.60150

p(b)0.00000

t(a)1.40349

p(a)0.08066

Lowerbound of 95% confidence interval for beta0.24272

Upperbound of 95% confidence interval for beta0.35328

Lowerbound of 95% confidence interval for alpha0.07719

Upperbound of 95% confidence interval for alpha0.46200

Treynor index (mean / b)0.80449

Jensen alpha (a)0.19241
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01769

Expected Shortfall on VaR0.02235
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00696

Expected Shortfall on VaR0.01485
 ORDER STATISTICS
 Quartiles of return rates

Number of observations364.00000

Minimum0.95203

Quartile 10.99660

Median1.00163

Quartile 31.00742

Maximum1.05354

Mean of quarter 10.98732

Mean of quarter 20.99923

Mean of quarter 31.00391

Mean of quarter 41.01389

Inter Quartile Range0.01082

Number outliers low14.00000

Percentage of outliers low0.03846

Mean of outliers low0.96789

Number of outliers high6.00000

Percentage of outliers high0.01648

Mean of outliers high1.03349
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.25812

VaR(95%) (moments method)0.01078

Expected Shortfall (moments method)0.01832

Extreme Value Index (regression method)0.15139

VaR(95%) (regression method)0.01222

Expected Shortfall (regression method)0.01948
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations19.00000

Minimum0.00116

Quartile 10.00316

Median0.00739

Quartile 30.01057

Maximum0.24980

Mean of quarter 10.00193

Mean of quarter 20.00574

Mean of quarter 30.00852

Mean of quarter 40.07235

Inter Quartile Range0.00741

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.15790

Mean of outliers high0.11250
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.97684

VaR(95%) (moments method)0.06345

Expected Shortfall (moments method)2.99502

Extreme Value Index (regression method)1.75514

VaR(95%) (regression method)0.09828

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.32419

Compounded annual return (geometric extrapolation)0.30688

Calmar ratio (compounded annual return / max draw down)1.22850

Compounded annual return / average of 25% largest draw downs4.24176

Compounded annual return / Expected Shortfall lognormal13.73060

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

Mean0.56188

SD0.13482

Sharpe ratio (Glass type estimate)4.16751

Sharpe ratio (Hedges UMVUE)4.14342

df130.00000

t2.94687

p0.37488

Lowerbound of 95% confidence interval for Sharpe Ratio1.34219

Upperbound of 95% confidence interval for Sharpe Ratio6.97738

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.32623

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.96061
 Statistics related to Sortino ratio

Sortino ratio6.94230

Upside Potential Ratio13.96530

Upside part of mean1.13030

Downside part of mean0.56841

Upside SD0.11266

Downside SD0.08094

N nonnegative terms86.00000

N negative terms45.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.19045

Mean of criterion0.56188

SD of predictor0.17608

SD of criterion0.13482

Covariance0.00991

r0.41743

b (slope, estimate of beta)0.31964

a (intercept, estimate of alpha)0.50101

Mean Square Error0.01513

DF error129.00000

t(b)5.21743

p(b)0.24219

t(a)2.87399

p(a)0.34541

Lowerbound of 95% confidence interval for beta0.19843

Upperbound of 95% confidence interval for beta0.44085

Lowerbound of 95% confidence interval for alpha0.15610

Upperbound of 95% confidence interval for alpha0.84591

Treynor index (mean / b)1.75787

Jensen alpha (a)0.50101
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.55223

SD0.13462

Sharpe ratio (Glass type estimate)4.10206

Sharpe ratio (Hedges UMVUE)4.07835

df130.00000

t2.90059

p0.37673

Lowerbound of 95% confidence interval for Sharpe Ratio1.27828

Upperbound of 95% confidence interval for Sharpe Ratio6.91063

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.26256

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.89413
 Statistics related to Sortino ratio

Sortino ratio6.77303

Upside Potential Ratio13.78440

Upside part of mean1.12389

Downside part of mean0.57166

Upside SD0.11181

Downside SD0.08153

N nonnegative terms86.00000

N negative terms45.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.17491

Mean of criterion0.55223

SD of predictor0.17670

SD of criterion0.13462

Covariance0.00995

r0.41843

b (slope, estimate of beta)0.31879

a (intercept, estimate of alpha)0.49647

Mean Square Error0.01507

DF error129.00000

t(b)5.23257

p(b)0.24161

t(a)2.85472

p(a)0.34637

VAR (95 Confidence Intrvl)0.01800

Lowerbound of 95% confidence interval for beta0.19825

Upperbound of 95% confidence interval for beta0.43933

Lowerbound of 95% confidence interval for alpha0.15238

Upperbound of 95% confidence interval for alpha0.84057

Treynor index (mean / b)1.73230

Jensen alpha (a)0.49647
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01151

Expected Shortfall on VaR0.01493
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00381

Expected Shortfall on VaR0.00836
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97798

Quartile 10.99828

Median1.00220

Quartile 31.00785

Maximum1.03099

Mean of quarter 10.99187

Mean of quarter 21.00033

Mean of quarter 31.00466

Mean of quarter 41.01223

Inter Quartile Range0.00957

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.98139

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.03099
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.04099

VaR(95%) (moments method)0.00554

Expected Shortfall (moments method)0.00812

Extreme Value Index (regression method)0.17903

VaR(95%) (regression method)0.00836

Expected Shortfall (regression method)0.01136
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations14.00000

Minimum0.00097

Quartile 10.00188

Median0.00603

Quartile 30.01266

Maximum0.05702

Mean of quarter 10.00121

Mean of quarter 20.00454

Mean of quarter 30.00826

Mean of quarter 40.03907

Inter Quartile Range0.01079

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.21429

Mean of outliers high0.04769
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)31.91330

VaR(95%) (moments method)0.03054

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.73537

VaR(95%) (regression method)0.06278

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.06461

Strat Max DD how much worse than SP500 max DD during strat life?311510000

Max Equity Drawdown (num days)62
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.67304

Compounded annual return (geometric extrapolation)0.78629

Calmar ratio (compounded annual return / max draw down)13.78870

Compounded annual return / average of 25% largest draw downs20.12440

Compounded annual return / Expected Shortfall lognormal52.66290
Strategy Description
The minimum price for any stock to be considered for purchasing is $1.60 per share. the 13 week moving volume average needs to be at least 80,000 shares per day. The portfolio size should be a maximum of 45 securities holding no security longer than 60 days.
The intent of this is to have buy low and sell high strategy that does not require margin. There is no short selling. Many positions will get closed when they meet gain requirements the up shot is often the current holdings are neutral to negative but the overall results are positive due to sales previous sales.
Normally, all orders put in once a day before market open with either limit orders or market orders in the event a position is being closed regardless of the price.
This is all done through automation which means, it is possible that unforeseen events can happen that prevent the daily run to either finish in time or to be run for that day at all (though it unlikely). Fortunately all the positions selected are based on positive forecasts 120 days out. So, ideally in this unlikely event the positions can remain open with no ill effect on average.
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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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.