DD5
(129314442)
Subscription terms. Subscriptions to this system cost $125.00 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.
Currencies
Focuses on currency 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  +4.0%  (5.2%)  (1.8%)          (3.2%)  
2021                          0.0 
2022                        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  $50,000  
Buy Power  $48,882  
Cash  $1  
Equity  $1  
Cumulative $  ($1,117)  
Total System Equity  $48,882  
Margined  $1  
Open P/L  $0  
Data has been delayed by 100 hours for nonsubscribers 
System developer has asked us to delay this information by 100 hours.
Trading Record
Statistics

Strategy began6/2/2020

Suggested Minimum Cap$50,000

Strategy Age (days)908.77

Age30 months ago

What it tradesForex

# Trades26

# Profitable17

% Profitable65.40%

Avg trade duration2.6 days

Max peaktovalley drawdown8.2%

drawdown periodJuly 02, 2020  Aug 05, 2020

Annual Return (Compounded)1.3%

Avg win$346.06

Avg loss$777.78
 Model Account Values (Raw)

Cash$48,882

Margin Used$0

Buying Power$48,882
 Ratios

W:L ratio0.84:1

Sharpe Ratio0.61

Sortino Ratio0.92

Calmar Ratio0.2
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)33.87%

Correlation to SP5000.10300

Return Percent SP500 (cumu) during strategy life28.34%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)1.3%
 Slump

Current Slump as Pcnt Equity8.40%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.92%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.013%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)0.9%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$778

Avg Win$346

Sum Trade PL (losers)$7,000.000
 Age

Num Months filled monthly returns table30
 Win / Loss

Sum Trade PL (winners)$5,883.000

# Winners17

Num Months Winners1
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers9

% Winners65.4%
 Frequency

Avg Position Time (mins)3735.47

Avg Position Time (hrs)62.26

Avg Trade Length2.6 days

Last Trade Ago830
 Leverage

Daily leverage (average)2.37

Daily leverage (max)7.06
 Regression

Alpha0.01

Beta0.02

Treynor Index0.36
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.05

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades11.927

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades1.050

Avg(MAE) / Avg(PL)  Losing trades1.099

HoldandHope Ratio0.084
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.04157

SD0.05640

Sharpe ratio (Glass type estimate)0.73701

Sharpe ratio (Hedges UMVUE)0.70393

df17.00000

t0.90265

p0.63510

Lowerbound of 95% confidence interval for Sharpe Ratio2.34559

Upperbound of 95% confidence interval for Sharpe Ratio0.89258

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.32163

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.91377
 Statistics related to Sortino ratio

Sortino ratio0.92625

Upside Potential Ratio0.61276

Upside part of mean0.02750

Downside part of mean0.06907

Upside SD0.03368

Downside SD0.04488

N nonnegative terms1.00000

N negative terms17.00000
 Statistics related to linear regression on benchmark

N of observations18.00000

Mean of predictor0.19171

Mean of criterion0.04157

SD of predictor0.17888

SD of criterion0.05640

Covariance0.00198

r0.19659

b (slope, estimate of beta)0.06199

a (intercept, estimate of alpha)0.02969

Mean Square Error0.00325

DF error16.00000

t(b)0.80202

p(b)0.59830

t(a)0.60774

p(a)0.57511

Lowerbound of 95% confidence interval for beta0.22584

Upperbound of 95% confidence interval for beta0.10186

Lowerbound of 95% confidence interval for alpha0.13323

Upperbound of 95% confidence interval for alpha0.07386

Treynor index (mean / b)0.67060

Jensen alpha (a)0.02969
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04306

SD0.05667

Sharpe ratio (Glass type estimate)0.75986

Sharpe ratio (Hedges UMVUE)0.72575

df17.00000

t0.93063

p0.63902

Lowerbound of 95% confidence interval for Sharpe Ratio2.36933

Upperbound of 95% confidence interval for Sharpe Ratio0.87122

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.34454

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.89304
 Statistics related to Sortino ratio

Sortino ratio0.93899

Upside Potential Ratio0.58634

Upside part of mean0.02689

Downside part of mean0.06994

Upside SD0.03293

Downside SD0.04586

N nonnegative terms1.00000

N negative terms17.00000
 Statistics related to linear regression on benchmark

N of observations18.00000

Mean of predictor0.17500

Mean of criterion0.04306

SD of predictor0.17745

SD of criterion0.05667

Covariance0.00196

r0.19475

b (slope, estimate of beta)0.06219

a (intercept, estimate of alpha)0.03217

Mean Square Error0.00328

DF error16.00000

t(b)0.79421

p(b)0.59738

t(a)0.66008

p(a)0.58141

Lowerbound of 95% confidence interval for beta0.22818

Upperbound of 95% confidence interval for beta0.10381

Lowerbound of 95% confidence interval for alpha0.13551

Upperbound of 95% confidence interval for alpha0.07116

Treynor index (mean / b)0.69236

Jensen alpha (a)0.03217
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03003

Expected Shortfall on VaR0.03662
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01929

Expected Shortfall on VaR0.03672
 ORDER STATISTICS
 Quartiles of return rates

Number of observations18.00000

Minimum0.95094

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.04358

Mean of quarter 10.98720

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00872

Inter Quartile Range0.00000

Number outliers low2.00000

Percentage of outliers low0.11111

Mean of outliers low0.96799

Number of outliers high1.00000

Percentage of outliers high0.05556

Mean of outliers high1.04358
 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)0.18847

VaR(95%) (regression method)0.03560

Expected Shortfall (regression method)0.07802
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.06329

Quartile 10.06329

Median0.06329

Quartile 30.06329

Maximum0.06329

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)0.01498

Compounded annual return (geometric extrapolation)0.01504

Calmar ratio (compounded annual return / max draw down)0.23758

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

Compounded annual return / Expected Shortfall lognormal0.41056

0.00000

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

Mean0.04104

SD0.05491

Sharpe ratio (Glass type estimate)0.74747

Sharpe ratio (Hedges UMVUE)0.74609

df406.00000

t0.93163

p0.82396

Lowerbound of 95% confidence interval for Sharpe Ratio2.32043

Upperbound of 95% confidence interval for Sharpe Ratio0.82633

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.31947

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.82728
 Statistics related to Sortino ratio

Sortino ratio1.09519

Upside Potential Ratio2.74130

Upside part of mean0.10273

Downside part of mean0.14377

Upside SD0.04012

Downside SD0.03747

N nonnegative terms24.00000

N negative terms383.00000
 Statistics related to linear regression on benchmark

N of observations407.00000

Mean of predictor0.12809

Mean of criterion0.04104

SD of predictor0.22755

SD of criterion0.05491

Covariance0.00126

r0.10051

b (slope, estimate of beta)0.02425

a (intercept, estimate of alpha)0.03800

Mean Square Error0.00299

DF error405.00000

t(b)2.03304

p(b)0.97865

t(a)0.86390

p(a)0.80592

Lowerbound of 95% confidence interval for beta0.04770

Upperbound of 95% confidence interval for beta0.00080

Lowerbound of 95% confidence interval for alpha0.12425

Upperbound of 95% confidence interval for alpha0.04839

Treynor index (mean / b)1.69220

Jensen alpha (a)0.03793
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.04254

SD0.05473

Sharpe ratio (Glass type estimate)0.77721

Sharpe ratio (Hedges UMVUE)0.77578

df406.00000

t0.96870

p0.83336

Lowerbound of 95% confidence interval for Sharpe Ratio2.35020

Upperbound of 95% confidence interval for Sharpe Ratio0.79670

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.34922

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79766
 Statistics related to Sortino ratio

Sortino ratio1.12710

Upside Potential Ratio2.70069

Upside part of mean0.10192

Downside part of mean0.14446

Upside SD0.03963

Downside SD0.03774

N nonnegative terms24.00000

N negative terms383.00000
 Statistics related to linear regression on benchmark

N of observations407.00000

Mean of predictor0.10214

Mean of criterion0.04254

SD of predictor0.22815

SD of criterion0.05473

Covariance0.00127

r0.10204

b (slope, estimate of beta)0.02448

a (intercept, estimate of alpha)0.04004

Mean Square Error0.00297

DF error405.00000

t(b)2.06431

p(b)0.98019

t(a)0.91506

p(a)0.81965

Lowerbound of 95% confidence interval for beta0.04779

Upperbound of 95% confidence interval for beta0.00117

Lowerbound of 95% confidence interval for alpha0.12605

Upperbound of 95% confidence interval for alpha0.04597

Treynor index (mean / b)1.73776

Jensen alpha (a)0.04004
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00571

Expected Shortfall on VaR0.00711
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00184

Expected Shortfall on VaR0.00402
 ORDER STATISTICS
 Quartiles of return rates

Number of observations407.00000

Minimum0.98105

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.03546

Mean of quarter 10.99821

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00159

Inter Quartile Range0.00000

Number outliers low30.00000

Percentage of outliers low0.07371

Mean of outliers low0.99391

Number of outliers high25.00000

Percentage of outliers high0.06143

Mean of outliers high1.00649
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20689

VaR(95%) (moments method)0.00106

Expected Shortfall (moments method)0.00324

Extreme Value Index (regression method)0.66858

VaR(95%) (regression method)0.00172

Expected Shortfall (regression method)0.00556
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00057

Quartile 10.00278

Median0.01461

Quartile 30.05203

Maximum0.07269

Mean of quarter 10.00125

Mean of quarter 20.00532

Mean of quarter 30.02389

Mean of quarter 40.06705

Inter Quartile Range0.04925

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)0.01446

Compounded annual return (geometric extrapolation)0.01452

Calmar ratio (compounded annual return / max draw down)0.19980

Compounded annual return / average of 25% largest draw downs0.21661

Compounded annual return / Expected Shortfall lognormal2.04244

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

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)0.00000

Sharpe ratio (Hedges UMVUE)0.00000

df0.00000

t0.00000

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.31398

Mean of criterion0.02791

SD of predictor0.31400

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00000

Mean Square Error0.00000

DF error0.00000

t(b)0.00000

p(b)0.00000

t(a)0.00000

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.00000

Upperbound of 95% confidence interval for alpha0.00000

Treynor index (mean / b)0.00000

Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)9748420000000000.00000

Sharpe ratio (Hedges UMVUE)9692070000000000.00000

df130.00000

t6893170000000000.00000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation10870200000000000.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8513980000000000.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.36313

Mean of criterion0.02791

SD of predictor0.31424

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.02791

Mean Square Error0.00000

DF error129.00000

t(b)0.00000

p(b)0.50000

t(a)6849040000000000.00000

p(a)1.00000

VAR (95 Confidence Intrvl)0.00600

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.02791

Upperbound of 95% confidence interval for alpha0.02791

Treynor index (mean / b)103123000000000001875203256745984.00000

Jensen alpha (a)0.02791
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00011

Expected Shortfall on VaR0.00011
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00000

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00000

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 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)0.00000

VaR(95%) (regression method)0.00000

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

Number of observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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

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?306950000

Max Equity Drawdown (num days)34
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.00000

Compounded annual return (geometric extrapolation)0.00000

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal0.00000
Strategy Description
If in the first place you have risk control and you need a stable result, this system should be in your portfolio.
Risk management rules for the system “DD5”:
1) Maximum drawdown per trading month  5%
2) Daily Risk Report (daily here + mailing to subscribers)
Latest Activity
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.