SP 500 Index Futures
(146914847)
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.
Short Term
Makes shortterm trades or bases analysis on shortterm market movements.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  

2024  +22.6%  +10.9%  +12.0%  (1.2%)  (19.5%)  (2.8%)  +17.8% 
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  $36,192  
Cash  $32,541  
Equity  ($45)  
Cumulative $  $7,496  
Total System Equity  $32,496  
Margined  ($3,696)  
Open P/L  $0 
Trading Record
Statistics

Strategy began1/5/2024

Suggested Minimum Cap$30,000

Strategy Age (days)170.62

Age171 days ago

What it tradesFutures

# Trades239

# Profitable198

% Profitable82.80%

Avg trade duration9.8 hours

Max peaktovalley drawdown35.86%

drawdown periodMarch 14, 2024  June 11, 2024

Cumul. Return17.8%

Avg win$252.56

Avg loss$1,036
 Model Account Values (Raw)

Cash$32,541

Margin Used($3,696)

Buying Power$36,192
 Ratios

W:L ratio1.18:1

Sharpe Ratio0.81

Sortino Ratio1.09

Calmar Ratio2.409
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)1.49%

Correlation to SP5000.08910

Return Percent SP500 (cumu) during strategy life16.34%
 Return Statistics

Ann Return (w trading costs)41.2%
 Slump

Current Slump as Pcnt Equity34.70%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.59%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.178%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)74.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss45.00%

Chance of 20% account loss14.00%

Chance of 30% account loss2.00%

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)555

Popularity (Last 6 weeks)983
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score941

Popularity (7 days, Percentile 1000 scale)907
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,037

Avg Win$253

Sum Trade PL (losers)$42,510.000
 Age

Num Months filled monthly returns table6
 Win / Loss

Sum Trade PL (winners)$50,014.000

# Winners198

Num Months Winners3
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)91215
 Win / Loss

# Losers41

% Winners82.8%
 Frequency

Avg Position Time (mins)585.95

Avg Position Time (hrs)9.77

Avg Trade Length0.4 days

Last Trade Ago0
 Leverage

Daily leverage (average)8.22

Daily leverage (max)12.59
 Regression

Alpha0.14

Beta0.33

Treynor Index0.33
 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)0.94

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.04

Avg(MAE) / Avg(PL)  All trades31.006

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 strat0.05

Avg(MAE) / Avg(PL)  Winning trades1.012

Avg(MAE) / Avg(PL)  Losing trades1.102

HoldandHope Ratio0.036
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.48895

SD0.62717

Sharpe ratio (Glass type estimate)0.77960

Sharpe ratio (Hedges UMVUE)0.62203

df4.00000

t0.50323

p0.32062

Lowerbound of 95% confidence interval for Sharpe Ratio2.34645

Upperbound of 95% confidence interval for Sharpe Ratio3.81512

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.44477

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.68884
 Statistics related to Sortino ratio

Sortino ratio1.36153

Upside Potential Ratio3.06680

Upside part of mean1.10134

Downside part of mean0.61239

Upside SD0.45347

Downside SD0.35912

N nonnegative terms3.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations5.00000

Mean of predictor0.29240

Mean of criterion0.48895

SD of predictor0.08143

SD of criterion0.62717

Covariance0.02207

r0.43213

b (slope, estimate of beta)3.32831

a (intercept, estimate of alpha)0.48426

Mean Square Error0.42652

DF error3.00000

t(b)0.82997

p(b)0.23372

t(a)0.31268

p(a)0.61250

Lowerbound of 95% confidence interval for beta9.43380

Upperbound of 95% confidence interval for beta16.09040

Lowerbound of 95% confidence interval for alpha5.41305

Upperbound of 95% confidence interval for alpha4.44453

Treynor index (mean / b)0.14691

Jensen alpha (a)0.48426
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32161

SD0.63855

Sharpe ratio (Glass type estimate)0.50366

Sharpe ratio (Hedges UMVUE)0.40186

df4.00000

t0.32511

p0.38070

Lowerbound of 95% confidence interval for Sharpe Ratio2.58113

Upperbound of 95% confidence interval for Sharpe Ratio3.52886

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.64724

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.45097
 Statistics related to Sortino ratio

Sortino ratio0.79088

Upside Potential Ratio2.48016

Upside part of mean1.00856

Downside part of mean0.68695

Upside SD0.41164

Downside SD0.40665

N nonnegative terms3.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations5.00000

Mean of predictor0.28571

Mean of criterion0.32161

SD of predictor0.07944

SD of criterion0.63855

Covariance0.01845

r0.36363

b (slope, estimate of beta)2.92276

a (intercept, estimate of alpha)0.51346

Mean Square Error0.47178

DF error3.00000

t(b)0.67611

p(b)0.27371

t(a)0.31495

p(a)0.61328

Lowerbound of 95% confidence interval for beta10.83460

Upperbound of 95% confidence interval for beta16.68010

Lowerbound of 95% confidence interval for alpha5.70166

Upperbound of 95% confidence interval for alpha4.67475

Treynor index (mean / b)0.11004

Jensen alpha (a)0.51346
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.24149

Expected Shortfall on VaR0.29613
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.10183

Expected Shortfall on VaR0.20533
 ORDER STATISTICS
 Quartiles of return rates

Number of observations5.00000

Minimum0.77184

Quartile 10.97766

Median1.06464

Quartile 31.16086

Maximum1.24037

Mean of quarter 10.87475

Mean of quarter 21.06464

Mean of quarter 31.16086

Mean of quarter 41.24037

Inter Quartile Range0.18320

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

Minimum0.24541

Quartile 10.24541

Median0.24541

Quartile 30.24541

Maximum0.24541

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)0.37625

Compounded annual return (geometric extrapolation)0.41839

Calmar ratio (compounded annual return / max draw down)1.70485

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

Compounded annual return / Expected Shortfall lognormal1.41286

0.00000

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

Mean0.57655

SD0.38421

Sharpe ratio (Glass type estimate)1.50062

Sharpe ratio (Hedges UMVUE)1.49122

df120.00000

t1.01980

p0.45365

Lowerbound of 95% confidence interval for Sharpe Ratio1.39270

Upperbound of 95% confidence interval for Sharpe Ratio4.38793

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.39901

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38146
 Statistics related to Sortino ratio

Sortino ratio2.07252

Upside Potential Ratio8.99803

Upside part of mean2.50314

Downside part of mean1.92659

Upside SD0.26509

Downside SD0.27819

N nonnegative terms74.00000

N negative terms47.00000
 Statistics related to linear regression on benchmark

N of observations121.00000

Mean of predictor0.30579

Mean of criterion0.57655

SD of predictor0.10864

SD of criterion0.38421

Covariance0.00364

r0.08710

b (slope, estimate of beta)0.30802

a (intercept, estimate of alpha)0.67100

Mean Square Error0.14772

DF error119.00000

t(b)0.95378

p(b)0.55538

t(a)1.16828

p(a)0.43234

Lowerbound of 95% confidence interval for beta0.94751

Upperbound of 95% confidence interval for beta0.33145

Lowerbound of 95% confidence interval for alpha0.46609

Upperbound of 95% confidence interval for alpha1.80757

Treynor index (mean / b)1.87176

Jensen alpha (a)0.67074
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.50191

SD0.38766

Sharpe ratio (Glass type estimate)1.29471

Sharpe ratio (Hedges UMVUE)1.28660

df120.00000

t0.87986

p0.45997

Lowerbound of 95% confidence interval for Sharpe Ratio1.59663

Upperbound of 95% confidence interval for Sharpe Ratio4.18081

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.60206

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.17526
 Statistics related to Sortino ratio

Sortino ratio1.74747

Upside Potential Ratio8.59500

Upside part of mean2.46867

Downside part of mean1.96676

Upside SD0.25982

Downside SD0.28722

N nonnegative terms74.00000

N negative terms47.00000
 Statistics related to linear regression on benchmark

N of observations121.00000

Mean of predictor0.29974

Mean of criterion0.50191

SD of predictor0.10855

SD of criterion0.38766

Covariance0.00374

r0.08896

b (slope, estimate of beta)0.31771

a (intercept, estimate of alpha)0.59714

Mean Square Error0.15035

DF error119.00000

t(b)0.97428

p(b)0.55656

t(a)1.03155

p(a)0.44016

Lowerbound of 95% confidence interval for beta0.96340

Upperbound of 95% confidence interval for beta0.32799

Lowerbound of 95% confidence interval for alpha0.54909

Upperbound of 95% confidence interval for alpha1.74337

Treynor index (mean / b)1.57980

Jensen alpha (a)0.59714
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03678

Expected Shortfall on VaR0.04634
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01410

Expected Shortfall on VaR0.03039
 ORDER STATISTICS
 Quartiles of return rates

Number of observations121.00000

Minimum0.90475

Quartile 10.99124

Median1.00513

Quartile 31.01512

Maximum1.07151

Mean of quarter 10.97326

Mean of quarter 20.99940

Mean of quarter 31.00927

Mean of quarter 41.02827

Inter Quartile Range0.02388

Number outliers low3.00000

Percentage of outliers low0.02479

Mean of outliers low0.91883

Number of outliers high3.00000

Percentage of outliers high0.02479

Mean of outliers high1.06288
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20509

VaR(95%) (moments method)0.02430

Expected Shortfall (moments method)0.03863

Extreme Value Index (regression method)0.05452

VaR(95%) (regression method)0.03028

Expected Shortfall (regression method)0.04491
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00065

Quartile 10.00326

Median0.00902

Quartile 30.02809

Maximum0.29003

Mean of quarter 10.00157

Mean of quarter 20.00400

Mean of quarter 30.01930

Mean of quarter 40.11624

Inter Quartile Range0.02484

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.10000

Mean of outliers high0.29003
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.14354

VaR(95%) (moments method)0.14345

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)8.26323

VaR(95%) (regression method)4.43524

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.60026

Compounded annual return (geometric extrapolation)0.69862

Calmar ratio (compounded annual return / max draw down)2.40880

Compounded annual return / average of 25% largest draw downs6.01018

Compounded annual return / Expected Shortfall lognormal15.07650
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess log return rates
 Statistics related to linear regression on benchmark

VAR (95 Confidence Intrvl)0.03700
 DRAW DOWN STATISTICS
 Risk estimates based on draw downs (based on Extreme Value T
 assuming Pareto losses only (using partial moments from Sortino statistics)

Last 4 Months  Pcnt Negative0.75%

Strat Max DD how much worse than SP500 max DD during strat life?347148000

Max Equity Drawdown (num days)89
Strategy Description
There is only one guarantee about the stock market...prices will fluctuate.
Every day global markets move up and down as stocks react to economic news, earnings reports, analyst ratings, monetary policy, geopolitics and world events.
While typical investment strategies only generate profits when stocks go up, our mission is to help traders build wealth regardless of market direction.
Our tactical long/short strategy identifies nearterm market trends to capitalize on both rising and falling prices, enabling us to profit in bull and bear markets.
By design, our strategy is focused solely on Micro Emini S&P 500 Index Futures (MES).
S&P 500 Index Futures offer an efficient and costeffective way to gain market exposure to the S&P 500 Index, a broadbased, capitalizationweighted index that tracks 500 of the largest companies of the US economy.
We leverage the power of S&P 500 Index Futures to maximize the profit potential of each trade and the total return on investment (ROI). We believe futures trading offers unique advantages such as greater leverage, efficient markets, low commissions and tax benefits.
Unlike some Trade Leaders who trade multiple strategies or multiple asset classes, we keep things simple by trading one strategy and one asset class. Our singular focus allows us to remain disciplined in our approach and consistent in our performance.
Trading methodology:
Our strategy is discretionary, not automated. We enter trades and manage positions as we observe price action in realtime. Trades are executed as price reacts to specific support/resistance levels we have mapped out as part of our daily trade plan. We use several technical indicators to guide our exit/entry points as each trade develops.
The maximum number of MES contracts we will hold at any given time is 12. When we have strong conviction in a trade we will enter the position fullsized with 12 contracts, but we may also scale into a position (adding 4 or 6 contracts at a time) as we monitor price action in realtime.
Once we are fully sized (12 contracts) we will always have a stop loss in place. The stop loss will typically be 1520 points away from our entry and will often be placed just above/below a key support/resistance level. The stop loss is wide enough to give our trade room to work while also exercising proper risk management. We may not have a stop loss in place initially if we are scaling into a position, but we will always have a stop loss in place on any positions held overnight, regardless of position size.
Regardless of position size, profit takes are managed where we typically take 75% profit at our first target. Our first profit target will usually be 510 points although this can vary based on volatility and price action. After our first profit target is achieved we will adjust our stop loss to ensure that we never go red once we’re in a winning trade. Once profitable we typically leave a 25% riskfree runner where we will lockin more profits if price reaches our next target. If we are fully sized, we may leave a 10% riskfree runner which we let run indefinitely and we typically move our stop loss above/below the closest major swing high/low on the 15minute chart.
If we have a large realized profit we will allow a little more latitude with our runners, especially if we are in a powerful trending market. We may add to our winning position (smaller size) while ensuring that we do not put any large realized profit at risk, or we may exit our runner manually before our stop loss triggers if our remaining runner has a large realized gain of 25 or 50+ points.
Since markets chop between support/resistance levels far more frequently than they trend in one direction, the vast majority of our trades will be completed at the first or second profit target before our stop loss is triggered and we exit the trade. Our goal is to aim for modest gains (think singles & doubles instead of home runs) and generate positive returns to consistently outperform the market.
On most days we will average 13 trades per day, but this is not a hard rule and we do not force trades if the setups we’re looking for are not present. We may execute more trades if market conditions present actionable opportunities, but on other days we may simply hold a runner or pass on the day entirely if market conditions are not ideal. While most of our trades are completed intraday, we will occasionally hold positions overnight with a firm stoploss in place. This is common if we have locked in a profitable trade and are holding a riskfree runner.
We rarely hold a full position heading into a major news event or economic data release such as FOMC, CPI, NFP, etc. Although we may hold a profitable runner heading into one of these events, we believe it is a best practice to trade the price action after these events, not before.
Like any trading strategy, drawdowns are a part of doing business. While our historical performance demonstrates the majority of our trades are profitable, we don’t always get it right. When a trade is moving against us and hits our stop loss, we will exit the trade for a loss, analyze what we learned and move on to the next opportunity. When the market doesn't present a clear advantage, we simply wait on the sidelines and remain in cash until the next opportunity presents itself.
About us:
As a former licensed broker with a major firm, we have more than 20 years of industry experience in the financial markets (both retail and institutional) trading a variety of asset classes including stocks, options and futures. Several years ago we branched out on our own to found TAG Capital, LLC  a smallfamily owned firm located outside of Raleigh, NC.
Our firm’s primary focus is equity research and analysis where we maintain a diversified equity portfolio as part of our core investment strategy. With our equity investments, we have a firm belief that the secret to building wealth is ‘time in the market’ as opposed to ‘timing the market’. Market timing is difficult and takes years of practice with a disciplined approach. Our market timing efforts are reserved solely for S&P 500 Index Futures where we trade the larger ES contract in our own account and also the smaller MES contract (through the C2 platform). The majority of our profits from trading S&P 500 Index Futures are funneled into our larger equity portfolio where we invest regularly through dollarcostaveraging.
In addition to our passion for investing, we are equally passionate about delivering a positive customer experience. If you have any questions, please don’t hesitate to reach out through the Collective2 Message Center. We do our best to reply to messages in a timely manner, but as a general rule we typically don’t review messages between 8AM  4PM EST during market hours to ensure we remain focused on price action and managing any open positions.
Tom G.
Founder/Chief Investment Officer
TAG Capital, LLC
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
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.