HighProbability, MeanReversion ETF Options Strategy
(54551754)
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  

2010  +3.7%  +8.7%  +12.7%  
2011  +5.6%    (6.4%)  +10.1%  +6.7%  +1.3%  +2.4%  (3.6%)  +7.1%  (13.1%)  +13.4%  +0.6%  +23.4% 
2012  (32.1%)  (98.7%)  (1280.9%)                    (110.4%) 
2013                          0.0 
2014                          0.0 
2015                          0.0 
2016                          0.0 
2017                          0.0 
2018                          0.0 
2019                     
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  $10,000  
Buy Power  $759  
Cash  $759  
Equity  $0  
Cumulative $  ($9,241)  
Total System Equity  $759  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began11/5/2010

Suggested Minimum Cap$10,000

Strategy Age (days)3309.07

Age111 months ago

What it tradesOptions

# Trades31

# Profitable22

% Profitable71.00%

Avg trade duration12.6 days

Max peaktovalley drawdown100%

drawdown periodMarch 05, 2012  March 18, 2012

Annual Return (Compounded)0.0%

Avg win$503.14

Avg loss$2,256
 Model Account Values (Raw)

Cash$759

Margin Used$0

Buying Power$759
 Ratios

W:L ratio0.55:1

Sharpe Ratio0.47

Sortino Ratio3.45

Calmar Ratio0.576
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)271.68%

Correlation to SP5000.00150

Return Percent SP500 (cumu) during strategy life156.93%
 Return Statistics

Ann Return (w trading costs)n/a
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.90%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)n/a
 Instruments

Percent Trades Options0.90%

Percent Trades Stocks0.10%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)24.7%
 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 100% account loss (Monte Carlo)100.00%

Chance of 70% account loss (Monte Carlo)100.00%

Chance of 80% account loss (Monte Carlo)100.00%

Chance of 60% account loss (Monte Carlo)100.00%
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 90% account loss (Monte Carlo)100.00%

Chance of 50% account loss100.00%
 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$2,257

Avg Win$503

Sum Trade PL (losers)$20,310.000
 Age

Num Months (Age strategy)17
 Win / Loss

Sum Trade PL (winners)$11,069.000

# Winners22

Num Months Winners10
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers9

% Winners71.0%
 Frequency

Avg Position Time (mins)18202.20

Avg Position Time (hrs)303.37

Avg Trade Length12.6 days

Last Trade Ago2810
 Regression

Alpha12196100.00

Beta10441.90

Treynor Index1168.02
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.07

MAE:PL  Winning Trades  this strat Percentile of All Strats34.15

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats19.76

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.64

MAE:Equity, average, winning trades0.05

MAE:Equity, average, losing trades0.10

Avg(MAE) / Avg(PL)  All trades3.827

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 trades1.061

Avg(MAE) / Avg(PL)  Losing trades1.163

HoldandHope Ratio0.261
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.40999

SD0.62443

Sharpe ratio (Glass type estimate)0.65658

Sharpe ratio (Hedges UMVUE)0.64316

df37.00000

t1.16839

p0.87494

Lowerbound of 95% confidence interval for Sharpe Ratio1.76369

Upperbound of 95% confidence interval for Sharpe Ratio0.45921

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.75427

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.46795
 Statistics related to Sortino ratio

Sortino ratio0.66742

Upside Potential Ratio0.33596

Upside part of mean0.20637

Downside part of mean0.61636

Upside SD0.12774

Downside SD0.61428

N nonnegative terms11.00000

N negative terms27.00000
 Statistics related to linear regression on benchmark

N of observations38.00000

Mean of predictor0.24514

Mean of criterion0.40999

SD of predictor0.15571

SD of criterion0.62443

Covariance0.00583

r0.05991

b (slope, estimate of beta)0.24027

a (intercept, estimate of alpha)0.35108

Mean Square Error0.39931

DF error36.00000

t(b)0.36014

p(b)0.63958

t(a)0.89802

p(a)0.81243

Lowerbound of 95% confidence interval for beta1.59336

Upperbound of 95% confidence interval for beta1.11282

Lowerbound of 95% confidence interval for alpha1.14398

Upperbound of 95% confidence interval for alpha0.44181

Treynor index (mean / b)1.70633

Jensen alpha (a)0.35108
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.84254

SD1.14048

Sharpe ratio (Glass type estimate)0.73876

Sharpe ratio (Hedges UMVUE)0.72366

df37.00000

t1.31463

p0.90164

Lowerbound of 95% confidence interval for Sharpe Ratio1.84799

Upperbound of 95% confidence interval for Sharpe Ratio0.38021

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.83734

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.39002
 Statistics related to Sortino ratio

Sortino ratio0.73592

Upside Potential Ratio0.17315

Upside part of mean0.19823

Downside part of mean1.04077

Upside SD0.12202

Downside SD1.14487

N nonnegative terms11.00000

N negative terms27.00000
 Statistics related to linear regression on benchmark

N of observations38.00000

Mean of predictor0.23075

Mean of criterion0.84254

SD of predictor0.15308

SD of criterion1.14048

Covariance0.00417

r0.02390

b (slope, estimate of beta)0.17807

a (intercept, estimate of alpha)0.80144

Mean Square Error1.33606

DF error36.00000

t(b)0.14345

p(b)0.55663

t(a)1.12895

p(a)0.86681

Lowerbound of 95% confidence interval for beta2.69565

Upperbound of 95% confidence interval for beta2.33951

Lowerbound of 95% confidence interval for alpha2.24120

Upperbound of 95% confidence interval for alpha0.63831

Treynor index (mean / b)4.73149

Jensen alpha (a)0.80144
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.45759

Expected Shortfall on VaR0.52396
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.14432

Expected Shortfall on VaR0.31578
 ORDER STATISTICS
 Quartiles of return rates

Number of observations38.00000

Minimum0.18264

Quartile 11.00000

Median1.00000

Quartile 31.01634

Maximum1.11678

Mean of quarter 10.81111

Mean of quarter 21.00000

Mean of quarter 31.00109

Mean of quarter 41.06693

Inter Quartile Range0.01634

Number outliers low4.00000

Percentage of outliers low0.10526

Mean of outliers low0.52777

Number of outliers high9.00000

Percentage of outliers high0.23684

Mean of outliers high1.07231
 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)0.70893

VaR(95%) (regression method)0.45615

Expected Shortfall (regression method)0.65545
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.17399

Quartile 10.36856

Median0.56312

Quartile 30.75769

Maximum0.95225

Mean of quarter 10.17399

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.95225

Inter Quartile Range0.38913

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)0.29185

Compounded annual return (geometric extrapolation)0.55720

Calmar ratio (compounded annual return / max draw down)0.58513

Compounded annual return / average of 25% largest draw downs0.58513

Compounded annual return / Expected Shortfall lognormal1.06343

0.00000

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

Mean0.59841

SD0.67056

Sharpe ratio (Glass type estimate)0.89240

Sharpe ratio (Hedges UMVUE)0.89161

df848.00000

t1.60643

p0.94572

Lowerbound of 95% confidence interval for Sharpe Ratio1.98176

Upperbound of 95% confidence interval for Sharpe Ratio0.19748

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.98123

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.19801
 Statistics related to Sortino ratio

Sortino ratio1.21633

Upside Potential Ratio2.36876

Upside part of mean1.16537

Downside part of mean1.76378

Upside SD0.45656

Downside SD0.49198

N nonnegative terms78.00000

N negative terms771.00000
 Statistics related to linear regression on benchmark

N of observations849.00000

Mean of predictor0.29637

Mean of criterion0.59841

SD of predictor0.25204

SD of criterion0.67056

Covariance0.01052

r0.06226

b (slope, estimate of beta)0.16565

a (intercept, estimate of alpha)0.64800

Mean Square Error0.44844

DF error847.00000

t(b)1.81556

p(b)0.03490

t(a)1.73600

p(a)0.95854

Lowerbound of 95% confidence interval for beta0.01343

Upperbound of 95% confidence interval for beta0.34473

Lowerbound of 95% confidence interval for alpha1.37959

Upperbound of 95% confidence interval for alpha0.08458

Treynor index (mean / b)3.61246

Jensen alpha (a)0.64750
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.82398

SD0.67648

Sharpe ratio (Glass type estimate)1.21805

Sharpe ratio (Hedges UMVUE)1.21697

df848.00000

t2.19264

p0.98570

Lowerbound of 95% confidence interval for Sharpe Ratio2.30804

Upperbound of 95% confidence interval for Sharpe Ratio0.12738

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.30730

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.12664
 Statistics related to Sortino ratio

Sortino ratio1.47983

Upside Potential Ratio1.94332

Upside part of mean1.08206

Downside part of mean1.90604

Upside SD0.38684

Downside SD0.55681

N nonnegative terms78.00000

N negative terms771.00000
 Statistics related to linear regression on benchmark

N of observations849.00000

Mean of predictor0.26435

Mean of criterion0.82398

SD of predictor0.25283

SD of criterion0.67648

Covariance0.01064

r0.06219

b (slope, estimate of beta)0.16640

a (intercept, estimate of alpha)0.86797

Mean Square Error0.45639

DF error847.00000

t(b)1.81348

p(b)0.03506

t(a)2.30799

p(a)0.98938

Lowerbound of 95% confidence interval for beta0.01370

Upperbound of 95% confidence interval for beta0.34650

Lowerbound of 95% confidence interval for alpha1.60612

Upperbound of 95% confidence interval for alpha0.12983

Treynor index (mean / b)4.95177

Jensen alpha (a)0.86797
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06937

Expected Shortfall on VaR0.08537
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02205

Expected Shortfall on VaR0.04868
 ORDER STATISTICS
 Quartiles of return rates

Number of observations849.00000

Minimum0.62478

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.63422

Mean of quarter 10.97355

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.01785

Inter Quartile Range0.00000

Number outliers low96.00000

Percentage of outliers low0.11307

Mean of outliers low0.94132

Number of outliers high78.00000

Percentage of outliers high0.09187

Mean of outliers high1.04852
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.41386

VaR(95%) (moments method)0.00333

Expected Shortfall (moments method)0.00529

Extreme Value Index (regression method)0.06695

VaR(95%) (regression method)0.02361

Expected Shortfall (regression method)0.05494
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations14.00000

Minimum0.00240

Quartile 10.00880

Median0.04611

Quartile 30.15509

Maximum0.95225

Mean of quarter 10.00461

Mean of quarter 20.02553

Mean of quarter 30.08235

Mean of quarter 40.40992

Inter Quartile Range0.14629

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.07143

Mean of outliers high0.95225
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.52507

VaR(95%) (moments method)0.48213

Expected Shortfall (moments method)1.12267

Extreme Value Index (regression method)1.73710

VaR(95%) (regression method)0.76535

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.28521

Compounded annual return (geometric extrapolation)0.54890

Calmar ratio (compounded annual return / max draw down)0.57643

Compounded annual return / average of 25% largest draw downs1.33906

Compounded annual return / Expected Shortfall lognormal6.42993

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 predictor0.68942

Mean of criterion0.02791

SD of predictor0.28618

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 predictor0.64741

Mean of criterion0.02791

SD of predictor0.28868

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)6801140000000000.00000

p(a)1.00000

VAR (95 Confidence Intrvl)0.06900

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)142684000000000003770588833251328.00000

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 Negative0.75%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?273230000

Max Equity Drawdown (num days)13
 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
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.