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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
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 
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  $48,883  
Cash  $1  
Equity  $1  
Cumulative $  ($1,117)  
Total System Equity  $48,883  
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)270.02

Age9 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

Cumul. Return3.2%

Avg win$346.06

Avg loss$777.78
 Model Account Values (Raw)

Cash$48,883

Margin Used$0

Buying Power$48,883
 Ratios

W:L ratio0.84:1

Sharpe Ratio0.62

Sortino Ratio0.93

Calmar Ratio0.44
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)26.89%

Correlation to SP5000.18720

Return Percent SP500 (cumu) during strategy life23.71%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)4.2%
 Slump

Current Slump as Pcnt Equity8.40%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.74%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.032%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)3.0%
 Automation

Percentage Signals Automatedn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)502
 Trading Style

Any stock shorts? 0/10
 Popularity

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$778

Avg Win$346

Sum Trade PL (losers)$7,000.000
 Age

Num Months filled monthly returns table9
 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 Ago191
 Leverage

Daily leverage (average)2.37

Daily leverage (max)7.06
 Regression

Alpha0.01

Beta0.08

Treynor Index0.20
 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

Mean0.05861

SD0.08761

Sharpe ratio (Glass type estimate)0.66893

Sharpe ratio (Hedges UMVUE)0.59414

df7.00000

t0.54618

p0.69905

Lowerbound of 95% confidence interval for Sharpe Ratio3.07100

Upperbound of 95% confidence interval for Sharpe Ratio1.77887

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.01469

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.82640
 Statistics related to Sortino ratio

Sortino ratio0.87851

Upside Potential Ratio0.92750

Upside part of mean0.06188

Downside part of mean0.12048

Upside SD0.05052

Downside SD0.06671

N nonnegative terms1.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.35857

Mean of criterion0.05861

SD of predictor0.18546

SD of criterion0.08761

Covariance0.00433

r0.26645

b (slope, estimate of beta)0.12587

a (intercept, estimate of alpha)0.01347

Mean Square Error0.00832

DF error6.00000

t(b)0.67715

p(b)0.73823

t(a)0.10357

p(a)0.53956

Lowerbound of 95% confidence interval for beta0.58073

Upperbound of 95% confidence interval for beta0.32898

Lowerbound of 95% confidence interval for alpha0.33179

Upperbound of 95% confidence interval for alpha0.30484

Treynor index (mean / b)0.46561

Jensen alpha (a)0.01347
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.06200

SD0.08796

Sharpe ratio (Glass type estimate)0.70484

Sharpe ratio (Hedges UMVUE)0.62604

df7.00000

t0.57550

p0.70851

Lowerbound of 95% confidence interval for Sharpe Ratio3.10838

Upperbound of 95% confidence interval for Sharpe Ratio1.74684

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.04879

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.79671
 Statistics related to Sortino ratio

Sortino ratio0.90915

Upside Potential Ratio0.88715

Upside part of mean0.06050

Downside part of mean0.12249

Upside SD0.04939

Downside SD0.06819

N nonnegative terms1.00000

N negative terms7.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.33825

Mean of criterion0.06200

SD of predictor0.18102

SD of criterion0.08796

Covariance0.00423

r0.26540

b (slope, estimate of beta)0.12896

a (intercept, estimate of alpha)0.01838

Mean Square Error0.00839

DF error6.00000

t(b)0.67429

p(b)0.73738

t(a)0.14190

p(a)0.55410

Lowerbound of 95% confidence interval for beta0.59694

Upperbound of 95% confidence interval for beta0.33902

Lowerbound of 95% confidence interval for alpha0.33525

Upperbound of 95% confidence interval for alpha0.29850

Treynor index (mean / b)0.48074

Jensen alpha (a)0.01838
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04585

Expected Shortfall on VaR0.05588
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.03194

Expected Shortfall on VaR0.05656
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.95094

Quartile 10.99626

Median1.00000

Quartile 31.00000

Maximum1.04358

Mean of quarter 10.96799

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.02179

Inter Quartile Range0.00374

Number outliers low2.00000

Percentage of outliers low0.25000

Mean of outliers low0.96799

Number of outliers high1.00000

Percentage of outliers high0.12500

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)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 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)0.03370

Compounded annual return (geometric extrapolation)0.03351

Calmar ratio (compounded annual return / max draw down)0.52953

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

Compounded annual return / Expected Shortfall lognormal0.59981

0.00000

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

Mean0.05711

SD0.08199

Sharpe ratio (Glass type estimate)0.69656

Sharpe ratio (Hedges UMVUE)0.69369

df182.00000

t0.58215

p0.52156

Lowerbound of 95% confidence interval for Sharpe Ratio3.04187

Upperbound of 95% confidence interval for Sharpe Ratio1.65064

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.03993

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.65256
 Statistics related to Sortino ratio

Sortino ratio1.02260

Upside Potential Ratio4.09055

Upside part of mean0.22847

Downside part of mean0.28558

Upside SD0.05983

Downside SD0.05585

N nonnegative terms24.00000

N negative terms159.00000
 Statistics related to linear regression on benchmark

N of observations183.00000

Mean of predictor0.29405

Mean of criterion0.05711

SD of predictor0.18516

SD of criterion0.08199

Covariance0.00278

r0.18329

b (slope, estimate of beta)0.08116

a (intercept, estimate of alpha)0.03300

Mean Square Error0.00653

DF error181.00000

t(b)2.50833

p(b)0.61603

t(a)0.34213

p(a)0.51618

Lowerbound of 95% confidence interval for beta0.14501

Upperbound of 95% confidence interval for beta0.01732

Lowerbound of 95% confidence interval for alpha0.22500

Upperbound of 95% confidence interval for alpha0.15850

Treynor index (mean / b)0.70370

Jensen alpha (a)0.03325
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.06044

SD0.08173

Sharpe ratio (Glass type estimate)0.73956

Sharpe ratio (Hedges UMVUE)0.73651

df182.00000

t0.61809

p0.52288

Lowerbound of 95% confidence interval for Sharpe Ratio3.08501

Upperbound of 95% confidence interval for Sharpe Ratio1.60778

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.08289

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.60987
 Statistics related to Sortino ratio

Sortino ratio1.07455

Upside Potential Ratio4.02991

Upside part of mean0.22668

Downside part of mean0.28712

Upside SD0.05910

Downside SD0.05625

N nonnegative terms24.00000

N negative terms159.00000
 Statistics related to linear regression on benchmark

N of observations183.00000

Mean of predictor0.27666

Mean of criterion0.06044

SD of predictor0.18640

SD of criterion0.08173

Covariance0.00282

r0.18515

b (slope, estimate of beta)0.08118

a (intercept, estimate of alpha)0.03798

Mean Square Error0.00649

DF error181.00000

t(b)2.53474

p(b)0.61719

t(a)0.39250

p(a)0.51856

Lowerbound of 95% confidence interval for beta0.14438

Upperbound of 95% confidence interval for beta0.01799

Lowerbound of 95% confidence interval for alpha0.22893

Upperbound of 95% confidence interval for alpha0.15296

Treynor index (mean / b)0.74455

Jensen alpha (a)0.03798
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00850

Expected Shortfall on VaR0.01059
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00348

Expected Shortfall on VaR0.00736
 ORDER STATISTICS
 Quartiles of return rates

Number of observations183.00000

Minimum0.98105

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.03546

Mean of quarter 10.99603

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00353

Inter Quartile Range0.00000

Number outliers low30.00000

Percentage of outliers low0.16393

Mean of outliers low0.99391

Number of outliers high25.00000

Percentage of outliers high0.13661

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)0.00256

Expected Shortfall (moments method)0.00513

Extreme Value Index (regression method)0.66858

VaR(95%) (regression method)0.00567

Expected Shortfall (regression method)0.00793
 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)0.03217

Compounded annual return (geometric extrapolation)0.03201

Calmar ratio (compounded annual return / max draw down)0.44042

Compounded annual return / average of 25% largest draw downs0.47747

Compounded annual return / Expected Shortfall lognormal3.02362

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

Mean0.15323

SD0.04550

Sharpe ratio (Glass type estimate)3.36764

Sharpe ratio (Hedges UMVUE)3.34818

df130.00000

t2.38128

p0.60222

Lowerbound of 95% confidence interval for Sharpe Ratio6.16317

Upperbound of 95% confidence interval for Sharpe Ratio0.55955

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.14970

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.54665
 Statistics related to Sortino ratio

Sortino ratio3.30919

Upside Potential Ratio0.00435

Upside part of mean0.00020

Downside part of mean0.15343

Upside SD0.00014

Downside SD0.04631

N nonnegative terms1.00000

N negative terms130.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.23109

Mean of criterion0.15323

SD of predictor0.17277

SD of criterion0.04550

Covariance0.00005

r0.00661

b (slope, estimate of beta)0.00174

a (intercept, estimate of alpha)0.15364

Mean Square Error0.00209

DF error129.00000

t(b)0.07504

p(b)0.49579

t(a)2.37024

p(a)0.62914

Lowerbound of 95% confidence interval for beta0.04414

Upperbound of 95% confidence interval for beta0.04762

Lowerbound of 95% confidence interval for alpha0.28188

Upperbound of 95% confidence interval for alpha0.02539

Treynor index (mean / b)88.07090

Jensen alpha (a)0.15364
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.15430

SD0.04592

Sharpe ratio (Glass type estimate)3.36029

Sharpe ratio (Hedges UMVUE)3.34087

df130.00000

t2.37608

p0.60201

Lowerbound of 95% confidence interval for Sharpe Ratio6.15569

Upperbound of 95% confidence interval for Sharpe Ratio0.55233

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.14226

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.53947
 Statistics related to Sortino ratio

Sortino ratio3.30226

Upside Potential Ratio0.00431

Upside part of mean0.00020

Downside part of mean0.15450

Upside SD0.00014

Downside SD0.04673

N nonnegative terms1.00000

N negative terms130.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.21610

Mean of criterion0.15430

SD of predictor0.17338

SD of criterion0.04592

Covariance0.00005

r0.00579

b (slope, estimate of beta)0.00153

a (intercept, estimate of alpha)0.15463

Mean Square Error0.00212

DF error129.00000

t(b)0.06573

p(b)0.49632

t(a)2.36499

p(a)0.62887

VAR (95 Confidence Intrvl)0.00800

Lowerbound of 95% confidence interval for beta0.04460

Upperbound of 95% confidence interval for beta0.04767

Lowerbound of 95% confidence interval for alpha0.28400

Upperbound of 95% confidence interval for alpha0.02527

Treynor index (mean / b)100.67300

Jensen alpha (a)0.15463
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00524

Expected Shortfall on VaR0.00642
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00203

Expected Shortfall on VaR0.00447
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98105

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00021

Mean of quarter 10.99809

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00001

Inter Quartile Range0.00000

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.98743

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.00021
 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)2.43605

VaR(95%) (regression method)0.00380

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

Number of observations1.00000

Minimum0.06144

Quartile 10.06144

Median0.06144

Quartile 30.06144

Maximum0.06144

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?303257000

Max Equity Drawdown (num days)34
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.12248

Compounded annual return (geometric extrapolation)0.11873

Calmar ratio (compounded annual return / max draw down)1.93262

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

Compounded annual return / Expected Shortfall lognormal18.49600
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)
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.