Yogya
(87766949)
Subscription terms. Subscriptions to this system cost $99.00 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.
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  

2014  +1.3%  (0.7%)  (3.5%)  +6.7%  (0.1%)  (0.3%)      +3.3%  
2015                          0.0 
2016                          0.0 
2017                          0.0 
2018                          0.0 
2019                      0.0  
2020                          0.0 
2021                    0.0 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $100,000  
Buy Power  $107,156  
Cash  $107,156  
Equity  $0  
Cumulative $  $7,155  
Includes dividends and cashsettled expirations:  $98  Itemized 
Total System Equity  $107,155  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began5/27/2014

Suggested Minimum Cap$100,000

Strategy Age (days)2676.06

Age89 months ago

What it tradesStocks

# Trades188

# Profitable88

% Profitable46.80%

Avg trade duration4.3 days

Max peaktovalley drawdown13.98%

drawdown periodJuly 02, 2014  July 18, 2014

Annual Return (Compounded)0.4%

Avg win$556.82

Avg loss$419.43
 Model Account Values (Raw)

Cash$107,156

Margin Used$0

Buying Power$107,156
 Ratios

W:L ratio1.17:1

Sharpe Ratio0.28

Sortino Ratio0.44

Calmar Ratio0.376
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)126.64%

Correlation to SP5000.03580

Return Percent SP500 (cumu) during strategy life132.39%
 Return Statistics

Ann Return (w trading costs)0.4%
 Slump

Current Slump as Pcnt Equity6.70%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.99%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.004%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)0.9%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

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 Automatedn/a
 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
 Management

No Subs Allowed Flag (1: no subs)0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$419

Avg Win$557

Sum Trade PL (losers)$41,943.000
 Age

Num Months filled monthly returns table89
 Win / Loss

Sum Trade PL (winners)$49,000.000

# Winners88

Num Months Winners2
 Dividends

Dividends Received in Model Acct99
 Win / Loss

# Losers100

% Winners46.8%
 Frequency

Avg Position Time (mins)6234.88

Avg Position Time (hrs)103.92

Avg Trade Length4.3 days

Last Trade Ago2593
 Regression

Alpha0.00

Beta0.01

Treynor Index0.39
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  Winning Trades  this strat Percentile of All Strats31.03

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats41.14

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.73

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades53.682

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 strat0.02

Avg(MAE) / Avg(PL)  Winning trades0.249

Avg(MAE) / Avg(PL)  Losing trades1.351

HoldandHope Ratio0.018
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.00967

SD0.03279

Sharpe ratio (Glass type estimate)0.29493

Sharpe ratio (Hedges UMVUE)0.28474

df22.00000

t0.40831

p0.34349

Lowerbound of 95% confidence interval for Sharpe Ratio1.12670

Upperbound of 95% confidence interval for Sharpe Ratio1.71001

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.13347

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.70295
 Statistics related to Sortino ratio

Sortino ratio1.28974

Upside Potential Ratio4.51971

Upside part of mean0.03389

Downside part of mean0.02422

Upside SD0.03131

Downside SD0.00750

N nonnegative terms3.00000

N negative terms20.00000
 Statistics related to linear regression on benchmark

N of observations23.00000

Mean of predictor0.45000

Mean of criterion0.00967

SD of predictor0.24412

SD of criterion0.03279

Covariance0.00106

r0.13228

b (slope, estimate of beta)0.01777

a (intercept, estimate of alpha)0.01767

Mean Square Error0.00111

DF error21.00000

t(b)0.61154

p(b)0.58396

t(a)0.64579

p(a)0.41145

Lowerbound of 95% confidence interval for beta0.07820

Upperbound of 95% confidence interval for beta0.04266

Lowerbound of 95% confidence interval for alpha0.03923

Upperbound of 95% confidence interval for alpha0.07456

Treynor index (mean / b)0.54432

Jensen alpha (a)0.01767
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00914

SD0.03225

Sharpe ratio (Glass type estimate)0.28356

Sharpe ratio (Hedges UMVUE)0.27376

df22.00000

t0.39256

p0.34921

Lowerbound of 95% confidence interval for Sharpe Ratio1.13776

Upperbound of 95% confidence interval for Sharpe Ratio1.69854

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.14426

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.69178
 Statistics related to Sortino ratio

Sortino ratio1.22073

Upside Potential Ratio4.45070

Upside part of mean0.03334

Downside part of mean0.02419

Upside SD0.03075

Downside SD0.00749

N nonnegative terms3.00000

N negative terms20.00000
 Statistics related to linear regression on benchmark

N of observations23.00000

Mean of predictor0.41520

Mean of criterion0.00914

SD of predictor0.22954

SD of criterion0.03225

Covariance0.00093

r0.12613

b (slope, estimate of beta)0.01772

a (intercept, estimate of alpha)0.01650

Mean Square Error0.00107

DF error21.00000

t(b)0.58263

p(b)0.58008

t(a)0.61547

p(a)0.41551

Lowerbound of 95% confidence interval for beta0.08096

Upperbound of 95% confidence interval for beta0.04553

Lowerbound of 95% confidence interval for alpha0.03925

Upperbound of 95% confidence interval for alpha0.07225

Treynor index (mean / b)0.51605

Jensen alpha (a)0.01650
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01444

Expected Shortfall on VaR0.01826
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00273

Expected Shortfall on VaR0.00273
 ORDER STATISTICS
 Quartiles of return rates

Number of observations23.00000

Minimum0.99999

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.03851

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.01202

Inter Quartile Range0.00000

Number outliers low1.00000

Percentage of outliers low0.04348

Mean of outliers low0.99999

Number of outliers high4.00000

Percentage of outliers high0.17391

Mean of outliers high1.01802
 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

Minimum0.00001

Quartile 10.00001

Median0.00001

Quartile 30.00001

Maximum0.00001

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)0.03840

Compounded annual return (geometric extrapolation)0.03775

Calmar ratio (compounded annual return / max draw down)4044.90000

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

Compounded annual return / Expected Shortfall lognormal2.06658

0.00000

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

Mean0.01186

SD0.07785

Sharpe ratio (Glass type estimate)0.15229

Sharpe ratio (Hedges UMVUE)0.15207

df505.00000

t0.21164

p0.41624

Lowerbound of 95% confidence interval for Sharpe Ratio1.25814

Upperbound of 95% confidence interval for Sharpe Ratio1.56260

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.25830

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.56243
 Statistics related to Sortino ratio

Sortino ratio0.24583

Upside Potential Ratio3.54130

Upside part of mean0.17079

Downside part of mean0.15893

Upside SD0.06102

Downside SD0.04823

N nonnegative terms34.00000

N negative terms472.00000
 Statistics related to linear regression on benchmark

N of observations506.00000

Mean of predictor0.46209

Mean of criterion0.01186

SD of predictor0.30645

SD of criterion0.07785

Covariance0.00078

r0.03274

b (slope, estimate of beta)0.00832

a (intercept, estimate of alpha)0.00800

Mean Square Error0.00607

DF error504.00000

t(b)0.73530

p(b)0.23125

t(a)0.14236

p(a)0.44343

Lowerbound of 95% confidence interval for beta0.01390

Upperbound of 95% confidence interval for beta0.03054

Lowerbound of 95% confidence interval for alpha0.10257

Upperbound of 95% confidence interval for alpha0.11860

Treynor index (mean / b)1.42565

Jensen alpha (a)0.00801
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00886

SD0.07723

Sharpe ratio (Glass type estimate)0.11477

Sharpe ratio (Hedges UMVUE)0.11460

df505.00000

t0.15950

p0.43667

Lowerbound of 95% confidence interval for Sharpe Ratio1.29559

Upperbound of 95% confidence interval for Sharpe Ratio1.52513

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.29576

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.52495
 Statistics related to Sortino ratio

Sortino ratio0.18176

Upside Potential Ratio3.46491

Upside part of mean0.16896

Downside part of mean0.16010

Upside SD0.05979

Downside SD0.04876

N nonnegative terms34.00000

N negative terms472.00000
 Statistics related to linear regression on benchmark

N of observations506.00000

Mean of predictor0.41308

Mean of criterion0.00886

SD of predictor0.31526

SD of criterion0.07723

Covariance0.00079

r0.03256

b (slope, estimate of beta)0.00798

a (intercept, estimate of alpha)0.00557

Mean Square Error0.00597

DF error504.00000

t(b)0.73130

p(b)0.23247

t(a)0.09984

p(a)0.46026

Lowerbound of 95% confidence interval for beta0.01345

Upperbound of 95% confidence interval for beta0.02940

Lowerbound of 95% confidence interval for alpha0.10401

Upperbound of 95% confidence interval for alpha0.11515

Treynor index (mean / b)1.11135

Jensen alpha (a)0.00557
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00778

Expected Shortfall on VaR0.00976
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00202

Expected Shortfall on VaR0.00448
 ORDER STATISTICS
 Quartiles of return rates

Number of observations506.00000

Minimum0.96828

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.06354

Mean of quarter 10.99798

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00263

Inter Quartile Range0.00000

Number outliers low26.00000

Percentage of outliers low0.05138

Mean of outliers low0.99012

Number of outliers high36.00000

Percentage of outliers high0.07115

Mean of outliers high1.00927
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.03711

VaR(95%) (moments method)0.00052

Expected Shortfall (moments method)0.00276

Extreme Value Index (regression method)0.34609

VaR(95%) (regression method)0.00075

Expected Shortfall (regression method)0.00572
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00587

Quartile 10.01206

Median0.03648

Quartile 30.06902

Maximum0.09953

Mean of quarter 10.00587

Mean of quarter 20.01412

Mean of quarter 30.05884

Mean of quarter 40.09953

Inter Quartile Range0.05696

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)0.03811

Compounded annual return (geometric extrapolation)0.03745

Calmar ratio (compounded annual return / max draw down)0.37630

Compounded annual return / average of 25% largest draw downs0.37630

Compounded annual return / Expected Shortfall lognormal3.83838

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

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)0.00000

Sharpe ratio (Hedges UMVUE)0.00000

df0.00000

t0.00000

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor1.09491

Mean of criterion0.02791

SD of predictor0.49319

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00000

Mean Square Error0.00000

DF error0.00000

t(b)0.00000

p(b)0.00000

t(a)0.00000

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.00000

Upperbound of 95% confidence interval for alpha0.00000

Treynor index (mean / b)0.00000

Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)9748420000000000.00000

Sharpe ratio (Hedges UMVUE)9692070000000000.00000

df130.00000

t6893170000000000.00000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation10870200000000000.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8513980000000000.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.96546

Mean of criterion0.02791

SD of predictor0.51411

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.02791

Mean Square Error0.00000

DF error129.00000

t(b)0.00000

p(b)0.50000

t(a)6820510000000000.00000

p(a)1.00000

VAR (95 Confidence Intrvl)0.00800

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.02791

Upperbound of 95% confidence interval for alpha0.02791

Treynor index (mean / b)149110000000000007437633789624320.00000

Jensen alpha (a)0.02791
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00011

Expected Shortfall on VaR0.00011
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00000

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00000

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 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

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?398402000

Max Equity Drawdown (num days)16
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.00000

Compounded annual return (geometric extrapolation)0.00000

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 lognormal0.00000
Strategy Description
This is a active stock trading system that is adaptive and automated. Typically, 310 Buy/Sell signals are generated everyday after hours. These signals are longonly buysell market orders that should fill within seconds of market open.
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.