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These are hypothetical performance results that have certain inherent limitations. Learn more

ARK 3
(140224028)

Created by: ARK ARK
Started: 04/2022
Futures
Last trade: Today

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 $500.00 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.

21.9%
Cumul. Return

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 marked-to-market equity calculations.

All results are hypothetical.

(18.5%)
Max Drawdown
44
Num Trades
84.1%
Win Trades
3.4 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2022                     (7.1%)+9.2%+21.1%(0.8%)                              +21.9%

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

This strategy has placed 289 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/27/22 11:16 @EUU2 EUROFX SHORT 1 1.06750 6/27 12:36 1.06590 0.04%
Trade id #140873331
Max drawdown($43)
Time6/27/22 11:19
Quant open1
Worst price1.06785
Drawdown as % of equity-0.04%
$192
Includes Typical Broker Commissions trade costs of $8.00
6/27/22 0:47 @EUU2 EUROFX LONG 1 1.06275 6/27 3:37 1.06435 0.11%
Trade id #140867088
Max drawdown($131)
Time6/27/22 2:27
Quant open1
Worst price1.06170
Drawdown as % of equity-0.11%
$192
Includes Typical Broker Commissions trade costs of $8.00
6/22/22 0:54 @CDU2 CANADIAN DOLLAR LONG 2 0.7705 6/22 9:44 0.7722 0.16%
Trade id #140826698
Max drawdown($190)
Time6/22/22 3:11
Quant open2
Worst price0.7695
Drawdown as % of equity-0.16%
$334
Includes Typical Broker Commissions trade costs of $16.00
6/21/22 3:00 @EUU2 EUROFX SHORT 3 1.06100 6/21 12:15 1.06017 1.18%
Trade id #140815220
Max drawdown($1,443)
Time6/21/22 5:08
Quant open3
Worst price1.06485
Drawdown as % of equity-1.18%
$289
Includes Typical Broker Commissions trade costs of $24.00
6/20/22 9:52 @EUU2 EUROFX SHORT 2 1.05945 6/20 12:30 1.05915 0.28%
Trade id #140809819
Max drawdown($337)
Time6/20/22 10:55
Quant open2
Worst price1.06080
Drawdown as % of equity-0.28%
$59
Includes Typical Broker Commissions trade costs of $16.00
6/20/22 5:06 @EUU2 EUROFX SHORT 2 1.06055 6/20 8:07 1.05885 0.11%
Trade id #140808766
Max drawdown($128)
Time6/20/22 5:12
Quant open1
Worst price1.06115
Drawdown as % of equity-0.11%
$409
Includes Typical Broker Commissions trade costs of $16.00
6/15/22 4:35 @EUU2 EUROFX LONG 23 1.04896 6/16 11:22 1.05116 6.18%
Trade id #140769860
Max drawdown($6,862)
Time6/15/22 14:07
Quant open9
Worst price1.04280
Drawdown as % of equity-6.18%
$6,135
Includes Typical Broker Commissions trade costs of $184.00
6/16/22 7:01 @BPU2 BRITISH POUND LONG 3 1.2103 6/16 7:29 1.2133 0.65%
Trade id #140782048
Max drawdown($771)
Time6/16/22 7:16
Quant open3
Worst price1.2062
Drawdown as % of equity-0.65%
$535
Includes Typical Broker Commissions trade costs of $24.00
6/16/22 4:03 @BPU2 BRITISH POUND LONG 2 1.2115 6/16 5:26 1.2130 0.17%
Trade id #140781201
Max drawdown($200)
Time6/16/22 4:31
Quant open2
Worst price1.2099
Drawdown as % of equity-0.17%
$178
Includes Typical Broker Commissions trade costs of $16.00
6/15/22 3:47 @EUU2 EUROFX LONG 3 1.05350 6/15 4:19 1.05515 0.51%
Trade id #140769716
Max drawdown($581)
Time6/15/22 3:50
Quant open3
Worst price1.05195
Drawdown as % of equity-0.51%
$595
Includes Typical Broker Commissions trade costs of $24.00
6/15/22 2:51 @EUU2 EUROFX LONG 2 1.05400 6/15 3:33 1.05570 0.14%
Trade id #140769507
Max drawdown($162)
Time6/15/22 3:05
Quant open2
Worst price1.05335
Drawdown as % of equity-0.14%
$409
Includes Typical Broker Commissions trade costs of $16.00
6/13/22 0:07 @EUU2 EUROFX LONG 11 1.05196 6/15 2:27 1.05329 3.3%
Trade id #140745902
Max drawdown($3,618)
Time6/13/22 21:55
Quant open5
Worst price1.04640
Drawdown as % of equity-3.30%
$1,734
Includes Typical Broker Commissions trade costs of $88.00
6/10/22 3:17 @EUU2 EUROFX SHORT 1 1.07000 6/10 4:17 1.06805 0.04%
Trade id #140729295
Max drawdown($43)
Time6/10/22 3:43
Quant open1
Worst price1.07035
Drawdown as % of equity-0.04%
$236
Includes Typical Broker Commissions trade costs of $8.00
6/10/22 1:17 @EUU2 EUROFX SHORT 1 1.06990 6/10 2:20 1.06815 0.06%
Trade id #140728951
Max drawdown($62)
Time6/10/22 1:49
Quant open1
Worst price1.07040
Drawdown as % of equity-0.06%
$211
Includes Typical Broker Commissions trade costs of $8.00
6/7/22 8:25 @EUM2 EUROFX SHORT 15 1.07090 6/9 11:06 1.06873 4.62%
Trade id #140695524
Max drawdown($4,947)
Time6/9/22 8:40
Quant open6
Worst price1.07750
Drawdown as % of equity-4.62%
$3,958
Includes Typical Broker Commissions trade costs of $120.00
5/22/22 20:47 @EUM2 EUROFX SHORT 46 1.06999 6/7 8:22 1.06923 16.29%
Trade id #140559386
Max drawdown($15,314)
Time5/31/22 0:00
Quant open12
Worst price1.07935
Drawdown as % of equity-16.29%
$3,969
Includes Typical Broker Commissions trade costs of $368.00
6/1/22 2:01 @BPM2 BRITISH POUND SHORT 8 1.2591 6/1 8:00 1.2578 0.65%
Trade id #140644381
Max drawdown($656)
Time6/1/22 4:06
Quant open5
Worst price1.2612
Drawdown as % of equity-0.65%
$574
Includes Typical Broker Commissions trade costs of $64.00
5/31/22 8:19 @ADM2 AUSTRALIAN DOLLAR SHORT 2 0.7173 5/31 8:43 0.7161 0.02%
Trade id #140633465
Max drawdown($20)
Time5/31/22 8:22
Quant open2
Worst price0.7174
Drawdown as % of equity-0.02%
$214
Includes Typical Broker Commissions trade costs of $16.00
5/20/22 4:26 @EUM2 EUROFX SHORT 10 1.05790 5/20 14:25 1.05621 1.43%
Trade id #140540837
Max drawdown($1,443)
Time5/20/22 6:27
Quant open5
Worst price1.06085
Drawdown as % of equity-1.43%
$2,033
Includes Typical Broker Commissions trade costs of $80.00
5/19/22 23:42 @EUM2 EUROFX SHORT 5 1.05900 5/20 4:20 1.05763 0.68%
Trade id #140539777
Max drawdown($687)
Time5/20/22 2:35
Quant open5
Worst price1.06010
Drawdown as % of equity-0.68%
$816
Includes Typical Broker Commissions trade costs of $40.00
5/19/22 9:45 @EUM2 EUROFX SHORT 3 1.05932 5/19 22:16 1.05710 0.91%
Trade id #140530056
Max drawdown($912)
Time5/19/22 13:58
Quant open3
Worst price1.06175
Drawdown as % of equity-0.91%
$807
Includes Typical Broker Commissions trade costs of $24.00
5/19/22 5:19 @EUM2 EUROFX LONG 1 1.05000 5/19 6:45 1.05260 0.04%
Trade id #140527509
Max drawdown($37)
Time5/19/22 5:26
Quant open1
Worst price1.04970
Drawdown as % of equity-0.04%
$317
Includes Typical Broker Commissions trade costs of $8.00
5/19/22 1:36 @EUM2 EUROFX LONG 3 1.04902 5/19 4:41 1.05037 0.59%
Trade id #140526445
Max drawdown($587)
Time5/19/22 3:14
Quant open3
Worst price1.04745
Drawdown as % of equity-0.59%
$482
Includes Typical Broker Commissions trade costs of $24.00
5/18/22 12:00 @EUM2 EUROFX LONG 4 1.04906 5/18 23:26 1.05012 0.75%
Trade id #140519873
Max drawdown($737)
Time5/18/22 18:00
Quant open3
Worst price1.04710
Drawdown as % of equity-0.75%
$499
Includes Typical Broker Commissions trade costs of $32.00
5/18/22 11:27 @EUM2 EUROFX LONG 1 1.05000 5/18 11:46 1.05140 n/a $167
Includes Typical Broker Commissions trade costs of $8.00
5/17/22 7:43 @EUM2 EUROFX SHORT 1 1.05595 5/17 9:06 1.05445 0.1%
Trade id #140498396
Max drawdown($100)
Time5/17/22 7:45
Quant open1
Worst price1.05675
Drawdown as % of equity-0.10%
$180
Includes Typical Broker Commissions trade costs of $8.00
5/6/22 7:59 @EUM2 EUROFX LONG 47 1.05403 5/17 7:38 1.05443 30.24%
Trade id #140389494
Max drawdown($26,074)
Time5/13/22 0:00
Quant open11
Worst price1.03615
Drawdown as % of equity-30.24%
$1,947
Includes Typical Broker Commissions trade costs of $376.00
5/12/22 1:48 @BPM2 BRITISH POUND LONG 3 1.2202 5/12 8:38 1.2231 0.79%
Trade id #140448011
Max drawdown($718)
Time5/12/22 5:03
Quant open3
Worst price1.2164
Drawdown as % of equity-0.79%
$514
Includes Typical Broker Commissions trade costs of $24.00
5/5/22 1:09 @EUM2 EUROFX LONG 13 1.05719 5/6 6:30 1.05865 8.76%
Trade id #140373622
Max drawdown($7,831)
Time5/6/22 3:10
Quant open8
Worst price1.04985
Drawdown as % of equity-8.76%
$2,271
Includes Typical Broker Commissions trade costs of $104.00
5/4/22 14:35 @ADM2 AUSTRALIAN DOLLAR SHORT 4 0.7176 5/5 9:10 0.7189 3.57%
Trade id #140368206
Max drawdown($3,330)
Time5/4/22 21:32
Quant open3
Worst price0.7271
Drawdown as % of equity-3.57%
($542)
Includes Typical Broker Commissions trade costs of $32.00

Statistics

  • Strategy began
    4/22/2022
  • Suggested Minimum Cap
    $120,000
  • Strategy Age (days)
    70.68
  • Age
    71 days ago
  • What it trades
    Futures
  • # Trades
    44
  • # Profitable
    37
  • % Profitable
    84.10%
  • Avg trade duration
    1.1 days
  • Max peak-to-valley drawdown
    18.55%
  • drawdown period
    May 11, 2022 - May 12, 2022
  • Cumul. Return
    21.9%
  • Avg win
    $1,007
  • Avg loss
    $1,582
  • Model Account Values (Raw)
  • Cash
    $126,645
  • Margin Used
    $33,240
  • Buying Power
    $92,949
  • Ratios
  • W:L ratio
    3.36:1
  • Sharpe Ratio
    1.8
  • Sortino Ratio
    2.62
  • Calmar Ratio
    18.115
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    32.34%
  • Correlation to SP500
    -0.02510
  • Return Percent SP500 (cumu) during strategy life
    -10.45%
  • Return Statistics
  • Ann Return (w trading costs)
    166.7%
  • Slump
  • Current Slump as Pcnt Equity
    1.30%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.219%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.02%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    219.9%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    35.50%
  • Chance of 20% account loss
    5.50%
  • Chance of 30% account loss
    1.50%
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    690
  • Popularity (Last 6 weeks)
    932
  • Popularity (7 days, Percentile 1000 scale)
    910
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    702
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,007
  • Avg Loss
    $1,659
  • Sum Trade PL (losers)
    $11,612.000
  • # Winners
    37
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $37,270.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    321178
  • Win / Loss
  • # Losers
    7
  • % Winners
    84.1%
  • Frequency
  • Avg Position Time (mins)
    1604.77
  • Avg Position Time (hrs)
    26.75
  • Avg Trade Length
    1.1 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    8.46
  • Daily leverage (max)
    19.75
  • Regression
  • Alpha
    0.32
  • Beta
    -0.05
  • Treynor Index
    -7.21
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.62
  • Avg(MAE) / Avg(PL) - All trades
    3.822
  • MAE:Equity, 95th Percentile Value for this strat
    0.04
  • MAE:Equity, average, winning trades
    0.02
  • MAE:Equity, average, losing trades
    0.03
  • Avg(MAE) / Avg(PL) - Winning trades
    2.140
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.684
  • Hold-and-Hope Ratio
    0.254
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    1.27600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.04900
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -332167000
  • Max Equity Drawdown (num days)
    1
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Hello,

1) Trading experience since 2006. Experience in managing a fund of 20 million USD. The plan and goal for the future is to open a hedge fund.
2) My public verified trading results | 2011 + 12.11% | 2012 + 105.51% | 2013 + 272.49% | 2014 + 182.49% | 2015 + 121.17% | 2016 + 65.57% | 2017 + 18.24% | 2018 + 88.6% | 2019 +16.5%.
3) Manual trading is based on the use of advanced mathematical algorithms that generate accurate entry and exit signals, as well as on the analysis of intraday currency futures of the Chicago Mercantile Exchange (CME Group).
4) Trading is carried out both on a trend and on a reversal, on FX futures CME - British Pound Futures, Euro FX Futures, Australian Dollar Futures, Japanese Yen Futures, Swiss Franc Futures, Canadian Dollar Futures.
5) Each trade is protected by stop loss.
6) Not a martingale.
7) Sims + Subscribers = 237*
8) AUM Subscribers C2 on my systems = 12,101,000 USD*

It is important to know when connecting my system “ARK 3” (FX futures CME) to autotrade:

Attention! I opened a new system of ARK 3, the limit of subscribers is 10. ARK 3 duplicates ARK 2. What is this system for then? To distribute the restrictions of the regulator and the exchange. Now on the ARK 2 system, 22 subscribers and 7.2 million USD. When I had 10-12 subscribers there were reasonable entry volume limits, but with each subscriber these volumes are reduced. Therefore, on ARK 2, I closed the reception of new subscribers today. There are no limits on ARK 3 now, but I limited the number of subscribers to 10. In the future, acre 2 will also have a limit of 10-12 subscribers, now there are 22. This will allow us to match the results of the ARK 1 system.

1) There are no restrictions on the connection of autotrader. Any broker from the list - Interactive Brokers, Tradovate, StoneX, Trade Pro, GarWood, AMP Clearing, AGM Markets, Ninja Trader, CTS Platform (any broker), CQG Platform (any broker), Rithmic Platform (any broker), ETNA Trader (any broker).
2) Attention! I recommend that subscribers in the settings set the maximum risk parameters per month no more than 10-15-20%. Be sure to do this.
3) Attention! To be honest with you, this is not my first profile here. I had great periods here, when the number of paid subscribers was about 100 and the amount under management was about 7 million USD (this is the period from February 2018 to July 2019). For 2018, a profit of 88% was shown, but then 95% of customers left due to a profit of 16% per year!!! From experience I can say that low drawdowns and moderate profit (10-25% per year) are of little interest here, and when you start showing such a result 80-90 percent of clients leave. Strategies with large profits, which lead to large drawdowns in the future, are very popular. This is a pattern and a vicious circle. The more profit the more drawdown awaits you in the future. Therefore, I began to use my system with aggressive risks, which led to a series of failures. Therefore, when subscribing to the system, be sure to set the risk limit acceptable for you in your profile.

Useful recommendations when copying my system “ARK 3” (FX futures CME):

1) Do not idealize the results of my trading. Stable every month for a long period of time, at least over a period of several years, you are unlikely to receive a plus every month, this is not a bank deposit. There will be periods of subsidence, since everything in this world is cyclical and the results in trading are no exception, after growth always follows a decline or for some time there is a stagnation in growth and this should be perceived normally.
2) Diversify your savings - do not put all your eggs in one basket.
3) Constantly and continuously monitor the results, it is desirable to do this several times a week, so you will be calmer.
4) Understand that profitability is not linear, it is not a bank deposit, that income received in the past cannot serve as a guarantee of receiving such income in the future.
5) Do not worry and don’t share your feelings with me about where the market will go or what you think is wrong at the moment (I don’t have a psychological session service), because there is a stop loss for every deal , there is a risk limit. Excessive anxiety only ruins the result.
6) There are periods, several trading sessions, several trading weeks when there is no trading activity, this is normal. Permanent presence in the market and constant trading in no way affects the better profit, does not make it anymore, sometimes just a few trading sessions make the result for a whole month. You need to be able to wait, work out only clear signals and then the result will be much better.
7) There is a possibility that you may lose some or all of your investments and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with foreign exchange trading and seek advice from an independent financial advisor if you have any doubts.

April 29, 2022*
Michael

Summary Statistics

Strategy began
2022-04-22
Suggested Minimum Capital
$120,000
# Trades
44
# Profitable
37
% Profitable
84.1%
Correlation S&P500
-0.025
Sharpe Ratio
1.80
Sortino Ratio
2.62
Beta
-0.05
Alpha
0.32
Leverage
8.46 Average
19.75 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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.

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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.