Warrenʼs Wonders
(141186693)
Subscription terms. Subscriptions to this system cost $49.00 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.
Hedged Equity
Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.Eventdriven
Seeks to exploit pricing inefficiencies that may occur before or after a corporate event, such as an earnings call, bankruptcy, merger, acquisition, or spinoff.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  

2022  +11.8%  +15.3%  +1.7%        +31.1%  
2023                          0.0 
2024              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  $25,000  
Buy Power  $33,032  
Cash  $33,032  
Equity  $0  
Cumulative $  $8,032  
Total System Equity  $33,032  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began7/26/2022

Suggested Minimum Cap$25,000

Strategy Age (days)694.74

Age23 months ago

What it tradesStocks

# Trades30

# Profitable20

% Profitable66.70%

Avg trade duration10.1 days

Max peaktovalley drawdown7.42%

drawdown periodAug 12, 2022  Sept 06, 2022

Annual Return (Compounded)15.2%

Avg win$518.75

Avg loss$234.20
 Model Account Values (Raw)

Cash$33,032

Margin Used$0

Buying Power$33,032
 Ratios

W:L ratio4.43:1

Sharpe Ratio1.4

Sortino Ratio4.34

Calmar Ratio13.455
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)8.85%

Correlation to SP5000.19620

Return Percent SP500 (cumu) during strategy life39.37%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)15.2%
 Slump

Current Slump as Pcnt Equity3.60%
 Instruments

Percent Trades Futures0.03%
 Slump

Current Slump, time of slump as pcnt of strategy life0.97%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.152%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.97%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)15.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss0.50%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/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

Chance of 100% account loss (Monte Carlo)100.00%
 Automation

Percentage Signals Automated8.57%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/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$234

Avg Win$519

Sum Trade PL (losers)$2,342.000
 Age

Num Months filled monthly returns table24
 Win / Loss

Sum Trade PL (winners)$10,375.000

# Winners20

Num Months Winners3
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers10

% Winners66.7%
 Frequency

Avg Position Time (mins)14537.10

Avg Position Time (hrs)242.28

Avg Trade Length10.1 days

Last Trade Ago646
 Leverage

Daily leverage (average)1.07

Daily leverage (max)6.87
 Regression

Alpha0.03

Beta0.10

Treynor Index0.37
 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)0.02

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades1.073

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 strat0.13

Avg(MAE) / Avg(PL)  Winning trades0.255

Avg(MAE) / Avg(PL)  Losing trades2.552

HoldandHope Ratio0.932
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.74136

SD0.48066

Sharpe ratio (Glass type estimate)1.54237

Sharpe ratio (Hedges UMVUE)1.23063

df4.00000

t0.99559

p0.18790

Lowerbound of 95% confidence interval for Sharpe Ratio1.74645

Upperbound of 95% confidence interval for Sharpe Ratio4.66720

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.92321

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38447
 Statistics related to Sortino ratio

Sortino ratio118.66600

Upside Potential Ratio121.34900

Upside part of mean0.75812

Downside part of mean0.01676

Upside SD0.48020

Downside SD0.00625

N nonnegative terms2.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations5.00000

Mean of predictor0.25077

Mean of criterion0.74136

SD of predictor0.30124

SD of criterion0.48066

Covariance0.04087

r0.28225

b (slope, estimate of beta)0.45036

a (intercept, estimate of alpha)0.62842

Mean Square Error0.28351

DF error3.00000

t(b)0.50958

p(b)0.32273

t(a)0.73574

p(a)0.25760

Lowerbound of 95% confidence interval for beta2.36222

Upperbound of 95% confidence interval for beta3.26294

Lowerbound of 95% confidence interval for alpha2.08980

Upperbound of 95% confidence interval for alpha3.34664

Treynor index (mean / b)1.64614

Jensen alpha (a)0.62842
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.64410

SD0.41795

Sharpe ratio (Glass type estimate)1.54109

Sharpe ratio (Hedges UMVUE)1.22961

df4.00000

t0.99477

p0.18808

Lowerbound of 95% confidence interval for Sharpe Ratio1.74743

Upperbound of 95% confidence interval for Sharpe Ratio4.66564

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.92404

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38326
 Statistics related to Sortino ratio

Sortino ratio103.21800

Upside Potential Ratio105.90100

Upside part of mean0.66084

Downside part of mean0.01674

Upside SD0.41747

Downside SD0.00624

N nonnegative terms2.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations5.00000

Mean of predictor0.21019

Mean of criterion0.64410

SD of predictor0.31172

SD of criterion0.41795

Covariance0.03574

r0.27436

b (slope, estimate of beta)0.36787

a (intercept, estimate of alpha)0.56678

Mean Square Error0.21538

DF error3.00000

t(b)0.49418

p(b)0.32755

t(a)0.77029

p(a)0.24861

Lowerbound of 95% confidence interval for beta2.00117

Upperbound of 95% confidence interval for beta2.73690

Lowerbound of 95% confidence interval for alpha1.77484

Upperbound of 95% confidence interval for alpha2.90839

Treynor index (mean / b)1.75090

Jensen alpha (a)0.56678
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.13479

Expected Shortfall on VaR0.17652
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00323

Expected Shortfall on VaR0.00398
 ORDER STATISTICS
 Quartiles of return rates

Number of observations5.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00830

Maximum1.31224

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00830

Mean of quarter 41.31224

Inter Quartile Range0.00830

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high1.31224
 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

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.77552

Compounded annual return (geometric extrapolation)0.95816

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 lognormal5.42816

0.00000

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

Mean0.54812

SD0.15096

Sharpe ratio (Glass type estimate)3.63083

Sharpe ratio (Hedges UMVUE)3.60968

df129.00000

t2.55756

p0.36128

Lowerbound of 95% confidence interval for Sharpe Ratio0.80656

Upperbound of 95% confidence interval for Sharpe Ratio6.44143

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79258

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.42677
 Statistics related to Sortino ratio

Sortino ratio11.87950

Upside Potential Ratio17.01720

Upside part of mean0.78517

Downside part of mean0.23705

Upside SD0.14708

Downside SD0.04614

N nonnegative terms21.00000

N negative terms109.00000
 Statistics related to linear regression on benchmark

N of observations130.00000

Mean of predictor0.62391

Mean of criterion0.54812

SD of predictor0.30968

SD of criterion0.15096

Covariance0.00805

r0.17213

b (slope, estimate of beta)0.08391

a (intercept, estimate of alpha)0.49600

Mean Square Error0.02229

DF error128.00000

t(b)1.97698

p(b)0.41393

t(a)2.32117

p(a)0.39951

Lowerbound of 95% confidence interval for beta0.00007

Upperbound of 95% confidence interval for beta0.16789

Lowerbound of 95% confidence interval for alpha0.07315

Upperbound of 95% confidence interval for alpha0.91838

Treynor index (mean / b)6.53221

Jensen alpha (a)0.49577
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.53641

SD0.14887

Sharpe ratio (Glass type estimate)3.60322

Sharpe ratio (Hedges UMVUE)3.58223

df129.00000

t2.53812

p0.36227

Lowerbound of 95% confidence interval for Sharpe Ratio0.77960

Upperbound of 95% confidence interval for Sharpe Ratio6.41342

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.76566

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.39880
 Statistics related to Sortino ratio

Sortino ratio11.56290

Upside Potential Ratio16.69550

Upside part of mean0.77451

Downside part of mean0.23810

Upside SD0.14470

Downside SD0.04639

N nonnegative terms21.00000

N negative terms109.00000
 Statistics related to linear regression on benchmark

N of observations130.00000

Mean of predictor0.57613

Mean of criterion0.53641

SD of predictor0.30713

SD of criterion0.14887

Covariance0.00800

r0.17506

b (slope, estimate of beta)0.08485

a (intercept, estimate of alpha)0.48752

Mean Square Error0.02165

DF error128.00000

t(b)2.01163

p(b)0.41247

t(a)2.31825

p(a)0.39963

Lowerbound of 95% confidence interval for beta0.00139

Upperbound of 95% confidence interval for beta0.16832

Lowerbound of 95% confidence interval for alpha0.07141

Upperbound of 95% confidence interval for alpha0.90363

Treynor index (mean / b)6.32157

Jensen alpha (a)0.48752
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01300

Expected Shortfall on VaR0.01678
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00283

Expected Shortfall on VaR0.00599
 ORDER STATISTICS
 Quartiles of return rates

Number of observations130.00000

Minimum0.98638

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.04673

Mean of quarter 10.99679

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.01187

Inter Quartile Range0.00000

Number outliers low15.00000

Percentage of outliers low0.11539

Mean of outliers low0.99293

Number of outliers high21.00000

Percentage of outliers high0.16154

Mean of outliers high1.01866
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)3.47058

VaR(95%) (moments method)0.00281

Expected Shortfall (moments method)0.00297

Extreme Value Index (regression method)1.17880

VaR(95%) (regression method)0.00539

Expected Shortfall (regression method)0.00710
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00849

Quartile 10.02046

Median0.03242

Quartile 30.04439

Maximum0.05635

Mean of quarter 10.00849

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.05635

Inter Quartile Range0.02393

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)0.65124

Compounded annual return (geometric extrapolation)0.75824

Calmar ratio (compounded annual return / max draw down)13.45480

Compounded annual return / average of 25% largest draw downs13.45480

Compounded annual return / Expected Shortfall lognormal45.19910

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

Mean0.54812

SD0.15096

Sharpe ratio (Glass type estimate)3.63083

Sharpe ratio (Hedges UMVUE)3.60968

df129.00000

t2.55756

p0.36128

Lowerbound of 95% confidence interval for Sharpe Ratio0.80656

Upperbound of 95% confidence interval for Sharpe Ratio6.44143

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79258

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.42677
 Statistics related to Sortino ratio

Sortino ratio11.87950

Upside Potential Ratio17.01720

Upside part of mean0.78517

Downside part of mean0.23705

Upside SD0.14708

Downside SD0.04614

N nonnegative terms21.00000

N negative terms109.00000
 Statistics related to linear regression on benchmark

N of observations130.00000

Mean of predictor0.62391

Mean of criterion0.54812

SD of predictor0.30968

SD of criterion0.15096

Covariance0.00805

r0.17213

b (slope, estimate of beta)0.08391

a (intercept, estimate of alpha)0.49577

Mean Square Error0.02229

DF error128.00000

t(b)1.97698

p(b)0.41393

t(a)2.32117

p(a)0.39951

Lowerbound of 95% confidence interval for beta0.00007

Upperbound of 95% confidence interval for beta0.16789

Lowerbound of 95% confidence interval for alpha0.07315

Upperbound of 95% confidence interval for alpha0.91838

Treynor index (mean / b)6.53221

Jensen alpha (a)0.49577
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.53641

SD0.14887

Sharpe ratio (Glass type estimate)3.60322

Sharpe ratio (Hedges UMVUE)3.58223

df129.00000

t2.53812

p0.36227

Lowerbound of 95% confidence interval for Sharpe Ratio0.77960

Upperbound of 95% confidence interval for Sharpe Ratio6.41342

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.76566

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.39880
 Statistics related to Sortino ratio

Sortino ratio11.56290

Upside Potential Ratio16.69550

Upside part of mean0.77451

Downside part of mean0.23810

Upside SD0.14470

Downside SD0.04639

N nonnegative terms21.00000

N negative terms109.00000
 Statistics related to linear regression on benchmark

N of observations130.00000

Mean of predictor0.57613

Mean of criterion0.53641

SD of predictor0.30713

SD of criterion0.14887

Covariance0.00800

r0.17506

b (slope, estimate of beta)0.08485

a (intercept, estimate of alpha)0.48752

Mean Square Error0.02165

DF error128.00000

t(b)2.01163

p(b)0.41247

t(a)2.31825

p(a)0.39963

VAR (95 Confidence Intrvl)0.01300

Lowerbound of 95% confidence interval for beta0.00139

Upperbound of 95% confidence interval for beta0.16832

Lowerbound of 95% confidence interval for alpha0.07141

Upperbound of 95% confidence interval for alpha0.90363

Treynor index (mean / b)6.32157

Jensen alpha (a)0.48752
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01300

Expected Shortfall on VaR0.01678
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00283

Expected Shortfall on VaR0.00599
 ORDER STATISTICS
 Quartiles of return rates

Number of observations130.00000

Minimum0.98638

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.04673

Mean of quarter 10.99679

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.01187

Inter Quartile Range0.00000

Number outliers low15.00000

Percentage of outliers low0.11539

Mean of outliers low0.99293

Number of outliers high21.00000

Percentage of outliers high0.16154

Mean of outliers high1.01866
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)3.47058

VaR(95%) (moments method)0.00281

Expected Shortfall (moments method)0.00297

Extreme Value Index (regression method)1.17880

VaR(95%) (regression method)0.00539

Expected Shortfall (regression method)0.00710
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.00849

Quartile 10.02046

Median0.03242

Quartile 30.04439

Maximum0.05635

Mean of quarter 10.00849

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.05635

Inter Quartile Range0.02393

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?505146000

Max Equity Drawdown (num days)25
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.65124

Compounded annual return (geometric extrapolation)0.75824

Calmar ratio (compounded annual return / max draw down)13.45480

Compounded annual return / average of 25% largest draw downs13.45480

Compounded annual return / Expected Shortfall lognormal45.19910
Strategy Description
Whatever I do for my clients , I immediately enter those trades into this collective2 strategy. I have been working as a stockbroker since 2007 and I also manage some of my client's share portfolios on a full discretion basis. I choose companies that are either currently very profitable , or likely to be very profitable in future. I use various sources and tools to research the companies I wish to invest in. I like to have a portfolio of at least 5 stocks or more at any time to achieve some level of diversification and risk management. I also look for short positions when I feel the time is right to hedge the long positions in the portfolio, and also when there are some short term shorting opportunities, although i usually do not hold onto a short position for very long. Some of the trades might last a few days, some a few weeks or more, it depends on what is happening with the overall sentiment in the stock market. I also like to take some profits when they are there by selling say 1/3 or 1/2 of the position. In addition , I use stoplosses to close out a position if it goes too far the wrong way. I monitor the portfolios / this strategy every day. I use my many years experience in stock markets to make decisions. Sorry I cannot provide a more mathematical system or strategy, but in my experience, its better to follow the markets day by day as the news changes daily which does affect what happens . Hope that gives you some color to the strategy. I am happy to share with you all my trades that I have taken since I started trading for my clients, the longest one has been since May 2020 and is still going because he is happy with the performance. I have picked up more clients since then. I also watch the economic data very closely because that affects the direction of the market in the short term, it affects sentiment. Please let me know if you have any further questions..
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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Continue to designate your strategy as Private?
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.