Right Trade
(144220526)
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.
Commodities
Focuses on nonfinancial futures such as "softs" and grains, or metals and energy.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  

2023  +1.1%  +6.6%  +1.6%  +15.5%  +1.1%  (0.3%)  (0.3%)      +27.2%  
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  $43,500  
Buy Power  $58,359  
Cash  $58,359  
Equity  $0  
Cumulative $  $14,859  
Total System Equity  $58,359  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began4/7/2023

Suggested Minimum Cap$43,500

Strategy Age (days)464.71

Age16 months ago

What it tradesFutures

# Trades173

# Profitable94

% Profitable54.30%

Avg trade duration15.4 hours

Max peaktovalley drawdown4.49%

drawdown periodMay 04, 2023  May 23, 2023

Cumul. Return27.5%

Avg win$327.81

Avg loss$201.95
 Model Account Values (Raw)

Cash$58,359

Margin Used$0

Buying Power$58,359
 Ratios

W:L ratio1.93:1

Sharpe Ratio1.67

Sortino Ratio5.81

Calmar Ratio35.502
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)23.06%

Correlation to SP5000.06940

Return Percent SP500 (cumu) during strategy life35.07%
 Verified

C2Star1
 Return Statistics

Ann Return (w trading costs)60.0%
 Slump

Current Slump as Pcnt Equity0.60%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.68%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.275%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)25.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 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 Automated99.79%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)536

Popularity (Last 6 weeks)947
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)871
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$202

Avg Win$328

Sum Trade PL (losers)$15,954.000
 Age

Num Months filled monthly returns table16
 Win / Loss

Sum Trade PL (winners)$30,814.000

# Winners94

Num Months Winners5
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers79

% Winners54.3%
 Frequency

Avg Position Time (mins)925.98

Avg Position Time (hrs)15.43

Avg Trade Length0.6 days

Last Trade Ago306
 Leverage

Daily leverage (average)2.63

Daily leverage (max)17.01
 Regression

Alpha0.05

Beta0.05

Treynor Index1.03
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.91

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades5.817

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.331

Avg(MAE) / Avg(PL)  Losing trades1.124

HoldandHope Ratio0.171
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.61047

SD0.14364

Sharpe ratio (Glass type estimate)4.24986

Sharpe ratio (Hedges UMVUE)3.57306

df5.00000

t3.00510

p0.01496

Lowerbound of 95% confidence interval for Sharpe Ratio0.37467

Upperbound of 95% confidence interval for Sharpe Ratio7.91805

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02522

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.12091
 Statistics related to Sortino ratio

Sortino ratio478.45100

Upside Potential Ratio479.86500

Upside part of mean0.61227

Downside part of mean0.00180

Upside SD0.21966

Downside SD0.00128

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.09157

Mean of criterion0.61047

SD of predictor0.09873

SD of criterion0.14364

Covariance0.01052

r0.74209

b (slope, estimate of beta)1.07966

a (intercept, estimate of alpha)0.51160

Mean Square Error0.01159

DF error4.00000

t(b)2.21420

p(b)0.04560

t(a)3.22469

p(a)0.01607

Lowerbound of 95% confidence interval for beta0.27442

Upperbound of 95% confidence interval for beta2.43373

Lowerbound of 95% confidence interval for alpha0.07103

Upperbound of 95% confidence interval for alpha0.95218

Treynor index (mean / b)0.56543

Jensen alpha (a)0.51160
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.58771

SD0.13613

Sharpe ratio (Glass type estimate)4.31717

Sharpe ratio (Hedges UMVUE)3.62966

df5.00000

t3.05270

p0.01417

Lowerbound of 95% confidence interval for Sharpe Ratio0.41460

Upperbound of 95% confidence interval for Sharpe Ratio8.01305

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.05981

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.19950
 Statistics related to Sortino ratio

Sortino ratio460.40300

Upside Potential Ratio461.81700

Upside part of mean0.58951

Downside part of mean0.00181

Upside SD0.21030

Downside SD0.00128

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.08719

Mean of criterion0.58771

SD of predictor0.09854

SD of criterion0.13613

Covariance0.01014

r0.75580

b (slope, estimate of beta)1.04416

a (intercept, estimate of alpha)0.49666

Mean Square Error0.00993

DF error4.00000

t(b)2.30847

p(b)0.04109

t(a)3.39353

p(a)0.01372

Lowerbound of 95% confidence interval for beta0.21192

Upperbound of 95% confidence interval for beta2.30023

Lowerbound of 95% confidence interval for alpha0.09023

Upperbound of 95% confidence interval for alpha0.90309

Treynor index (mean / b)0.56285

Jensen alpha (a)0.49666
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01554

Expected Shortfall on VaR0.03147
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00014

Expected Shortfall on VaR0.00038
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.99910

Quartile 11.02318

Median1.05411

Quartile 31.06529

Maximum1.11601

Mean of quarter 11.00671

Mean of quarter 21.04977

Mean of quarter 31.05846

Mean of quarter 41.09179

Inter Quartile Range0.04211

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 observations1.00000

Minimum0.00090

Quartile 10.00090

Median0.00090

Quartile 30.00090

Maximum0.00090

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)0.68317

Compounded annual return (geometric extrapolation)0.79985

Calmar ratio (compounded annual return / max draw down)886.54300

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

Compounded annual return / Expected Shortfall lognormal25.41390

0.00000

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

Mean0.59696

SD0.13318

Sharpe ratio (Glass type estimate)4.48246

Sharpe ratio (Hedges UMVUE)4.45655

df130.00000

t3.16958

p0.36608

Lowerbound of 95% confidence interval for Sharpe Ratio1.64950

Upperbound of 95% confidence interval for Sharpe Ratio7.29895

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.63231

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.28080
 Statistics related to Sortino ratio

Sortino ratio20.89110

Upside Potential Ratio25.82110

Upside part of mean0.73783

Downside part of mean0.14087

Upside SD0.13470

Downside SD0.02857

N nonnegative terms97.00000

N negative terms34.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.09395

Mean of criterion0.59696

SD of predictor0.11659

SD of criterion0.13318

Covariance0.00204

r0.13125

b (slope, estimate of beta)0.14992

a (intercept, estimate of alpha)0.47300

Mean Square Error0.01757

DF error129.00000

t(b)1.50371

p(b)0.41669

t(a)3.10590

p(a)0.33404

Lowerbound of 95% confidence interval for beta0.04734

Upperbound of 95% confidence interval for beta0.34719

Lowerbound of 95% confidence interval for alpha0.21157

Upperbound of 95% confidence interval for alpha0.95417

Treynor index (mean / b)3.98176

Jensen alpha (a)0.58287
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.58771

SD0.13073

Sharpe ratio (Glass type estimate)4.49570

Sharpe ratio (Hedges UMVUE)4.46971

df130.00000

t3.17894

p0.36572

Lowerbound of 95% confidence interval for Sharpe Ratio1.66242

Upperbound of 95% confidence interval for Sharpe Ratio7.31249

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.64516

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.29426
 Statistics related to Sortino ratio

Sortino ratio20.48510

Upside Potential Ratio25.40970

Upside part of mean0.72899

Downside part of mean0.14128

Upside SD0.13211

Downside SD0.02869

N nonnegative terms97.00000

N negative terms34.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.08719

Mean of criterion0.58771

SD of predictor0.11651

SD of criterion0.13073

Covariance0.00201

r0.13197

b (slope, estimate of beta)0.14808

a (intercept, estimate of alpha)0.57479

Mean Square Error0.01692

DF error129.00000

t(b)1.51212

p(b)0.41623

t(a)3.12109

p(a)0.33331

Lowerbound of 95% confidence interval for beta0.04567

Upperbound of 95% confidence interval for beta0.34183

Lowerbound of 95% confidence interval for alpha0.21042

Upperbound of 95% confidence interval for alpha0.93917

Treynor index (mean / b)3.96890

Jensen alpha (a)0.57479
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01098

Expected Shortfall on VaR0.01431
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00072

Expected Shortfall on VaR0.00185
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98849

Quartile 10.99998

Median1.00000

Quartile 31.00136

Maximum1.06090

Mean of quarter 10.99787

Mean of quarter 21.00000

Mean of quarter 31.00043

Mean of quarter 41.01076

Inter Quartile Range0.00138

Number outliers low11.00000

Percentage of outliers low0.08397

Mean of outliers low0.99469

Number of outliers high24.00000

Percentage of outliers high0.18321

Mean of outliers high1.01409
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.43781

VaR(95%) (moments method)0.00205

Expected Shortfall (moments method)0.00490

Extreme Value Index (regression method)0.50124

VaR(95%) (regression method)0.00178

Expected Shortfall (regression method)0.00419
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00001

Quartile 10.00041

Median0.00257

Quartile 30.00725

Maximum0.01842

Mean of quarter 10.00021

Mean of quarter 20.00185

Mean of quarter 30.00550

Mean of quarter 40.01505

Inter Quartile Range0.00684

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high0.01842
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)4.60918

VaR(95%) (moments method)0.01350

Expected Shortfall (moments method)0.01351

Extreme Value Index (regression method)1.32698

VaR(95%) (regression method)0.02013

Expected Shortfall (regression method)0.02093
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.68317

Compounded annual return (geometric extrapolation)0.79985

Calmar ratio (compounded annual return / max draw down)43.41880

Compounded annual return / average of 25% largest draw downs53.13650

Compounded annual return / Expected Shortfall lognormal55.90220

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

Mean0.59696

SD0.13318

Sharpe ratio (Glass type estimate)4.48246

Sharpe ratio (Hedges UMVUE)4.45655

df130.00000

t3.16958

p0.36608

Lowerbound of 95% confidence interval for Sharpe Ratio1.64950

Upperbound of 95% confidence interval for Sharpe Ratio7.29895

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.63231

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.28080
 Statistics related to Sortino ratio

Sortino ratio20.89110

Upside Potential Ratio25.82110

Upside part of mean0.73783

Downside part of mean0.14087

Upside SD0.13470

Downside SD0.02857

N nonnegative terms97.00000

N negative terms34.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.09395

Mean of criterion0.59696

SD of predictor0.11659

SD of criterion0.13318

Covariance0.00204

r0.13125

b (slope, estimate of beta)0.14992

a (intercept, estimate of alpha)0.58287

Mean Square Error0.01757

DF error129.00000

t(b)1.50371

p(b)0.41669

t(a)3.10590

p(a)0.33404

Lowerbound of 95% confidence interval for beta0.04734

Upperbound of 95% confidence interval for beta0.34719

Lowerbound of 95% confidence interval for alpha0.21157

Upperbound of 95% confidence interval for alpha0.95417

Treynor index (mean / b)3.98176

Jensen alpha (a)0.58287
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.58771

SD0.13073

Sharpe ratio (Glass type estimate)4.49570

Sharpe ratio (Hedges UMVUE)4.46971

df130.00000

t3.17894

p0.36572

Lowerbound of 95% confidence interval for Sharpe Ratio1.66242

Upperbound of 95% confidence interval for Sharpe Ratio7.31249

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.64516

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.29426
 Statistics related to Sortino ratio

Sortino ratio20.48510

Upside Potential Ratio25.40970

Upside part of mean0.72899

Downside part of mean0.14128

Upside SD0.13211

Downside SD0.02869

N nonnegative terms97.00000

N negative terms34.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.08719

Mean of criterion0.58771

SD of predictor0.11651

SD of criterion0.13073

Covariance0.00201

r0.13197

b (slope, estimate of beta)0.14808

a (intercept, estimate of alpha)0.57479

Mean Square Error0.01692

DF error129.00000

t(b)1.51212

p(b)0.41623

t(a)3.12109

p(a)0.33331

VAR (95 Confidence Intrvl)0.01000

Lowerbound of 95% confidence interval for beta0.04567

Upperbound of 95% confidence interval for beta0.34183

Lowerbound of 95% confidence interval for alpha0.21042

Upperbound of 95% confidence interval for alpha0.93917

Treynor index (mean / b)3.96890

Jensen alpha (a)0.57479
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01098

Expected Shortfall on VaR0.01431
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00072

Expected Shortfall on VaR0.00185
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98849

Quartile 10.99998

Median1.00000

Quartile 31.00136

Maximum1.06090

Mean of quarter 10.99787

Mean of quarter 21.00000

Mean of quarter 31.00043

Mean of quarter 41.01076

Inter Quartile Range0.00138

Number outliers low11.00000

Percentage of outliers low0.08397

Mean of outliers low0.99469

Number of outliers high24.00000

Percentage of outliers high0.18321

Mean of outliers high1.01409
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.43781

VaR(95%) (moments method)0.00205

Expected Shortfall (moments method)0.00490

Extreme Value Index (regression method)0.50124

VaR(95%) (regression method)0.00178

Expected Shortfall (regression method)0.00419
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00001

Quartile 10.00041

Median0.00257

Quartile 30.00725

Maximum0.01842

Mean of quarter 10.00021

Mean of quarter 20.00185

Mean of quarter 30.00550

Mean of quarter 40.01505

Inter Quartile Range0.00684

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07692

Mean of outliers high0.01842
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)4.60918

VaR(95%) (moments method)0.01350

Expected Shortfall (moments method)0.01351

Extreme Value Index (regression method)1.32698

VaR(95%) (regression method)0.02013

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.02093

Strat Max DD how much worse than SP500 max DD during strat life?321083000

Max Equity Drawdown (num days)19
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.68317

Compounded annual return (geometric extrapolation)0.79985

Calmar ratio (compounded annual return / max draw down)43.41880

Compounded annual return / average of 25% largest draw downs53.13650

Compounded annual return / Expected Shortfall lognormal55.90220
Strategy Description
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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Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
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To make this strategy private, you need to first withdraw from C2Star program.
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Finally, please note that you can restore public visibility at any time.
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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.