The Cake
(47319696)
Subscription terms. Subscriptions to this system cost $100.00 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  

2010  (3.6%)  (7.1%)  +18.3%  +13.4%  +0.3%  +15.0%  (4.2%)  +7.7%  (6.1%)  +19.3%  +60.3%  
2011  (6.8%)  (3.6%)  (2.9%)  +12.3%  +6.0%  +7.5%  +10.8%  (2.1%)  +24.7%  (17%)  (7.7%)  +8.5%  +25.6% 
2012  (1.5%)  (10.1%)  (1.8%)  (9.1%)  +15.7%  (5.1%)  +6.4%  (6.6%)  (2.3%)        (15.7%) 
2013                          0.0 
2014                          0.0 
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  $178,072  
Cash  $178,072  
Equity  $0  
Cumulative $  $78,072  
Total System Equity  $178,072  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began3/2/2010

Suggested Minimum Cap$100,000

Strategy Age (days)4257.17

Age142 months ago

What it tradesForex

# Trades466

# Profitable177

% Profitable38.00%

Avg trade duration6.7 days

Max peaktovalley drawdown40.38%

drawdown periodOct 04, 2011  April 20, 2012

Annual Return (Compounded)4.6%

Avg win$1,260

Avg loss$501.91
 Model Account Values (Raw)

Cash$178,072

Margin Used$0

Buying Power$178,072
 Ratios

W:L ratio1.54:1

Sharpe Ratio0.22

Sortino Ratio0.32

Calmar Ratio0.372
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)239.15%

Correlation to SP5000.17010

Return Percent SP500 (cumu) during strategy life309.29%
 Return Statistics

Ann Return (w trading costs)4.6%
 Slump

Current Slump as Pcnt Equity52.70%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.86%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.046%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)5.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss100.00%

Chance of 30% account loss100.00%

Chance of 40% account loss100.00%

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)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)310
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)301
 Management

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

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$502

Avg Win$1,261

Sum Trade PL (losers)$145,052.000
 Age

Num Months filled monthly returns table140
 Win / Loss

Sum Trade PL (winners)$223,124.000

# Winners177

Num Months Winners14
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers289

% Winners38.0%
 Frequency

Avg Position Time (mins)9597.80

Avg Position Time (hrs)159.96

Avg Trade Length6.7 days

Last Trade Ago3334
 Regression

Alpha0.01

Beta0.14

Treynor Index0.07
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  Winning Trades  this strat Percentile of All Strats63.10

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats63.74

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.42

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades3.174

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 trades0.230

Avg(MAE) / Avg(PL)  Losing trades1.286

HoldandHope Ratio0.315
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.14160

SD0.28684

Sharpe ratio (Glass type estimate)0.49367

Sharpe ratio (Hedges UMVUE)0.48651

df52.00000

t1.03748

p0.15216

Lowerbound of 95% confidence interval for Sharpe Ratio0.44607

Upperbound of 95% confidence interval for Sharpe Ratio1.42875

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.45078

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.42380
 Statistics related to Sortino ratio

Sortino ratio0.94622

Upside Potential Ratio2.49869

Upside part of mean0.37393

Downside part of mean0.23233

Upside SD0.24495

Downside SD0.14965

N nonnegative terms16.00000

N negative terms37.00000
 Statistics related to linear regression on benchmark

N of observations53.00000

Mean of predictor0.30979

Mean of criterion0.14160

SD of predictor0.25530

SD of criterion0.28684

Covariance0.02760

r0.37691

b (slope, estimate of beta)0.42347

a (intercept, estimate of alpha)0.27279

Mean Square Error0.07197

DF error51.00000

t(b)2.90599

p(b)0.99730

t(a)2.01468

p(a)0.02461

Lowerbound of 95% confidence interval for beta0.71602

Upperbound of 95% confidence interval for beta0.13092

Lowerbound of 95% confidence interval for alpha0.00096

Upperbound of 95% confidence interval for alpha0.54462

Treynor index (mean / b)0.33438

Jensen alpha (a)0.27279
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10275

SD0.27488

Sharpe ratio (Glass type estimate)0.37380

Sharpe ratio (Hedges UMVUE)0.36838

df52.00000

t0.78557

p0.21784

Lowerbound of 95% confidence interval for Sharpe Ratio0.56334

Upperbound of 95% confidence interval for Sharpe Ratio1.30738

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.56691

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.30368
 Statistics related to Sortino ratio

Sortino ratio0.64421

Upside Potential Ratio2.17377

Upside part of mean0.34671

Downside part of mean0.24396

Upside SD0.22265

Downside SD0.15950

N nonnegative terms16.00000

N negative terms37.00000
 Statistics related to linear regression on benchmark

N of observations53.00000

Mean of predictor0.27648

Mean of criterion0.10275

SD of predictor0.23901

SD of criterion0.27488

Covariance0.02566

r0.39053

b (slope, estimate of beta)0.44913

a (intercept, estimate of alpha)0.22693

Mean Square Error0.06529

DF error51.00000

t(b)3.02950

p(b)0.99808

t(a)1.76861

p(a)0.04147

Lowerbound of 95% confidence interval for beta0.74676

Upperbound of 95% confidence interval for beta0.15150

Lowerbound of 95% confidence interval for alpha0.03066

Upperbound of 95% confidence interval for alpha0.48452

Treynor index (mean / b)0.22877

Jensen alpha (a)0.22693
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.11482

Expected Shortfall on VaR0.14332
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05446

Expected Shortfall on VaR0.10640
 ORDER STATISTICS
 Quartiles of return rates

Number of observations53.00000

Minimum0.83169

Quartile 10.99789

Median1.00000

Quartile 31.01522

Maximum1.32961

Mean of quarter 10.93286

Mean of quarter 21.00000

Mean of quarter 31.00239

Mean of quarter 41.12752

Inter Quartile Range0.01733

Number outliers low12.00000

Percentage of outliers low0.22642

Mean of outliers low0.92258

Number of outliers high12.00000

Percentage of outliers high0.22642

Mean of outliers high1.13552
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)5.93140

VaR(95%) (moments method)0.01025

Expected Shortfall (moments method)0.01025

Extreme Value Index (regression method)0.29156

VaR(95%) (regression method)0.08826

Expected Shortfall (regression method)0.11983
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00211

Quartile 10.00885

Median0.09651

Quartile 30.14066

Maximum0.30540

Mean of quarter 10.00548

Mean of quarter 20.09651

Mean of quarter 30.14066

Mean of quarter 40.30540

Inter Quartile Range0.13181

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)0.17679

Compounded annual return (geometric extrapolation)0.13958

Calmar ratio (compounded annual return / max draw down)0.45703

Compounded annual return / average of 25% largest draw downs0.45703

Compounded annual return / Expected Shortfall lognormal0.97390

0.00000

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

Mean0.14604

SD0.30110

Sharpe ratio (Glass type estimate)0.48502

Sharpe ratio (Hedges UMVUE)0.48471

df1173.00000

t1.02670

p0.48093

Lowerbound of 95% confidence interval for Sharpe Ratio0.44117

Upperbound of 95% confidence interval for Sharpe Ratio1.41105

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.44140

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.41082
 Statistics related to Sortino ratio

Sortino ratio0.72908

Upside Potential Ratio6.13020

Upside part of mean1.22790

Downside part of mean1.08186

Upside SD0.22481

Downside SD0.20030

N nonnegative terms333.00000

N negative terms841.00000
 Statistics related to linear regression on benchmark

N of observations1174.00000

Mean of predictor0.32009

Mean of criterion0.14604

SD of predictor0.27513

SD of criterion0.30110

Covariance0.01423

r0.17177

b (slope, estimate of beta)0.18798

a (intercept, estimate of alpha)0.20600

Mean Square Error0.08806

DF error1172.00000

t(b)5.96915

p(b)0.58588

t(a)1.46719

p(a)0.47859

Lowerbound of 95% confidence interval for beta0.24977

Upperbound of 95% confidence interval for beta0.12620

Lowerbound of 95% confidence interval for alpha0.06954

Upperbound of 95% confidence interval for alpha0.48196

Treynor index (mean / b)0.77687

Jensen alpha (a)0.20621
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10088

SD0.30042

Sharpe ratio (Glass type estimate)0.33578

Sharpe ratio (Hedges UMVUE)0.33557

df1173.00000

t0.71079

p0.48679

Lowerbound of 95% confidence interval for Sharpe Ratio0.59027

Upperbound of 95% confidence interval for Sharpe Ratio1.26173

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.59044

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.26157
 Statistics related to Sortino ratio

Sortino ratio0.48619

Upside Potential Ratio5.80109

Upside part of mean1.20364

Downside part of mean1.10277

Upside SD0.21718

Downside SD0.20749

N nonnegative terms333.00000

N negative terms841.00000
 Statistics related to linear regression on benchmark

N of observations1174.00000

Mean of predictor0.28193

Mean of criterion0.10088

SD of predictor0.27615

SD of criterion0.30042

Covariance0.01411

r0.17013

b (slope, estimate of beta)0.18509

a (intercept, estimate of alpha)0.15306

Mean Square Error0.08772

DF error1172.00000

t(b)5.91064

p(b)0.58507

t(a)1.09179

p(a)0.48406

Lowerbound of 95% confidence interval for beta0.24653

Upperbound of 95% confidence interval for beta0.12365

Lowerbound of 95% confidence interval for alpha0.12200

Upperbound of 95% confidence interval for alpha0.42811

Treynor index (mean / b)0.54501

Jensen alpha (a)0.15306
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02969

Expected Shortfall on VaR0.03717
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01171

Expected Shortfall on VaR0.02494
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1174.00000

Minimum0.85426

Quartile 11.00000

Median1.00000

Quartile 31.00190

Maximum1.15372

Mean of quarter 10.98381

Mean of quarter 21.00000

Mean of quarter 31.00014

Mean of quarter 41.01870

Inter Quartile Range0.00190

Number outliers low250.00000

Percentage of outliers low0.21295

Mean of outliers low0.98121

Number of outliers high248.00000

Percentage of outliers high0.21124

Mean of outliers high1.02160
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.15696

VaR(95%) (moments method)0.00471

Expected Shortfall (moments method)0.00655

Extreme Value Index (regression method)0.13384

VaR(95%) (regression method)0.01361

Expected Shortfall (regression method)0.02397
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations28.00000

Minimum0.00104

Quartile 10.02238

Median0.05389

Quartile 30.10259

Maximum0.36953

Mean of quarter 10.00910

Mean of quarter 20.03555

Mean of quarter 30.08361

Mean of quarter 40.17649

Inter Quartile Range0.08021

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.03571

Mean of outliers high0.36953
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.26629

VaR(95%) (moments method)0.19709

Expected Shortfall (moments method)0.30153

Extreme Value Index (regression method)0.88711

VaR(95%) (regression method)0.18359

Expected Shortfall (regression method)1.00806
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.17425

Compounded annual return (geometric extrapolation)0.13744

Calmar ratio (compounded annual return / max draw down)0.37194

Compounded annual return / average of 25% largest draw downs0.77876

Compounded annual return / Expected Shortfall lognormal3.69796

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 predictor1.11854

Mean of criterion0.02791

SD of predictor0.50536

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 predictor0.98846

Mean of criterion0.02791

SD of predictor0.50976

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)6817490000000000.00000

p(a)1.00000

VAR (95 Confidence Intrvl)0.03000

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)97856999999999996778813585358848.00000

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?329990000

Max Equity Drawdown (num days)199
 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
The total Dollar value of all positions at any given time is constant ("the Cake") and the size of the "slice" for each of the pairs is determined and adjust daily.
Trading orders are delivered once a day at about 7 AM GMT (give or take)
timing is not highly important, if you miss my call, you can take it later  those are usually adjustments of the existing position size.
Very simple, very powerful.
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.