Optimized Partners I
(77330504)
Subscription terms. Subscriptions to this system cost $75.00 per month.
Trendfollowing
Tries to take advantage of long, medium or shortterm moves that seem to play out in various markets. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.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  

2012  (0.5%)  +22.2%  +2.9%  +25.1%  
2013  +8.5%  (2.4%)  +4.9%  +0.2%  +13.6%  (4.4%)  +9.9%  (11.6%)  +10.6%  +11.4%  +11.4%  +5.2%  +69.3% 
2014  (3.5%)  +13.4%  +9.0%  +4.9%  (0.9%)  +0.7%  (4.4%)  +4.6%  (1.2%)  +5.5%  +7.6%  +10.2%  +54.3% 
2015  (3.2%)  (1.7%)  +8.5%  (4.5%)  +0.7%  (2.6%)  (3.9%)  +1.5%  (3%)  (5.5%)  (7%)  (3.7%)  (22.4%) 
2016  +1.4%  +9.5%  (2.6%)  +11.9%  (17.8%)  +12.3%  (3.6%)  +9.5%  (5.1%)  (5.8%)  +13.8%  +10.0%  +31.8% 
2017  +1.8%  (2%)  +0.4%  +6.0%  +5.8%  (4.5%)  +16.0%  +1.6%  +2.6%  +6.9%  +0.4%  (1.6%)  +36.9% 
2018  +9.6%  +1.5%  (1.1%)  (1.8%)  +0.7%  +8.9% 
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  $32,584  
Cash  $1  
Equity  $1  
Cumulative $  $47,166  
Includes dividends and cashsettled expirations:  $1,708  Itemized 
Total System Equity  $57,166  
Margined  $1  
Open P/L  $3,400  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began10/25/2012

Suggested Minimum Cap$15,000

Strategy Age (days)2037.82

Age68 months ago

What it tradesStocks

# Trades473

# Profitable208

% Profitable44.00%

Avg trade duration29.5 days

Max peaktovalley drawdown31.75%

drawdown periodApril 15, 2015  Dec 14, 2015

Annual Return (Compounded)33.3%

Avg win$543.70

Avg loss$255.76
 Model Account Values (Raw)

Cash$28,452

Margin Used$0

Buying Power$32,584
 Ratios

W:L ratio1.72:1

Sharpe Ratio1.575

Sortino Ratio2.429

Calmar Ratio1.464
 CORRELATION STATISTICS

Correlation to SP5000.18900
 Return Statistics

Ann Return (w trading costs)33.3%

Ann Return (Compnd, No Fees)36.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss24.50%

Chance of 20% account loss10.00%

Chance of 30% account loss3.00%

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)717

Popularity (Last 6 weeks)976

C2 Score99.2
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$256

Avg Win$544

# Winners208

# Losers265

% Winners44.0%
 Frequency

Avg Position Time (mins)42476.50

Avg Position Time (hrs)707.94

Avg Trade Length29.5 days

Last Trade Ago1
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.32072

SD0.23393

Sharpe ratio (Glass type estimate)1.37102

Sharpe ratio (Hedges UMVUE)1.35514

df65.00000

t3.21533

p0.00102

Lowerbound of 95% confidence interval for Sharpe Ratio0.49793

Upperbound of 95% confidence interval for Sharpe Ratio2.23434

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.48755

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.22273
 Statistics related to Sortino ratio

Sortino ratio3.93544

Upside Potential Ratio5.72717

Upside part of mean0.46674

Downside part of mean0.14602

Upside SD0.23627

Downside SD0.08150

N nonnegative terms37.00000

N negative terms29.00000
 Statistics related to linear regression on benchmark

N of observations66.00000

Mean of predictor0.09713

Mean of criterion0.32072

SD of predictor0.09562

SD of criterion0.23393

Covariance0.00366

r0.16366

b (slope, estimate of beta)0.40038

a (intercept, estimate of alpha)0.28183

Mean Square Error0.05409

DF error64.00000

t(b)1.32716

p(b)0.09459

t(a)2.72544

p(a)0.00414

Lowerbound of 95% confidence interval for beta0.20230

Upperbound of 95% confidence interval for beta1.00307

Lowerbound of 95% confidence interval for alpha0.07525

Upperbound of 95% confidence interval for alpha0.48841

Treynor index (mean / b)0.80104

Jensen alpha (a)0.28183
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29152

SD0.21953

Sharpe ratio (Glass type estimate)1.32793

Sharpe ratio (Hedges UMVUE)1.31255

df65.00000

t3.11427

p0.00137

Lowerbound of 95% confidence interval for Sharpe Ratio0.45696

Upperbound of 95% confidence interval for Sharpe Ratio2.18941

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.44690

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.17820
 Statistics related to Sortino ratio

Sortino ratio3.46901

Upside Potential Ratio5.24365

Upside part of mean0.44066

Downside part of mean0.14913

Upside SD0.21791

Downside SD0.08404

N nonnegative terms37.00000

N negative terms29.00000
 Statistics related to linear regression on benchmark

N of observations66.00000

Mean of predictor0.09204

Mean of criterion0.29152

SD of predictor0.09576

SD of criterion0.21953

Covariance0.00336

r0.15988

b (slope, estimate of beta)0.36653

a (intercept, estimate of alpha)0.25779

Mean Square Error0.04770

DF error64.00000

t(b)1.29572

p(b)0.09986

t(a)2.66599

p(a)0.00485

Lowerbound of 95% confidence interval for beta0.19858

Upperbound of 95% confidence interval for beta0.93163

Lowerbound of 95% confidence interval for alpha0.06462

Upperbound of 95% confidence interval for alpha0.45096

Treynor index (mean / b)0.79536

Jensen alpha (a)0.25779
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07683

Expected Shortfall on VaR0.10071
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02600

Expected Shortfall on VaR0.05025
 ORDER STATISTICS
 Quartiles of return rates

Number of observations66.00000

Minimum0.89555

Quartile 10.98491

Median1.01970

Quartile 31.05570

Maximum1.28235

Mean of quarter 10.96208

Mean of quarter 20.99722

Mean of quarter 31.03985

Mean of quarter 41.11584

Inter Quartile Range0.07079

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.03030

Mean of outliers high1.26389
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.16600

VaR(95%) (moments method)0.03587

Expected Shortfall (moments method)0.04557

Extreme Value Index (regression method)0.16343

VaR(95%) (regression method)0.03830

Expected Shortfall (regression method)0.04886
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00323

Quartile 10.01283

Median0.04428

Quartile 30.06658

Maximum0.21465

Mean of quarter 10.00587

Mean of quarter 20.03309

Mean of quarter 30.04970

Mean of quarter 40.12549

Inter Quartile Range0.05375

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 high0.21465
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.09310

VaR(95%) (moments method)0.13925

Expected Shortfall (moments method)0.18170

Extreme Value Index (regression method)1.58330

VaR(95%) (regression method)0.25783

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.87167

Compounded annual return (geometric extrapolation)0.37634

Calmar ratio (compounded annual return / max draw down)1.75324

Compounded annual return / average of 25% largest draw downs2.99909

Compounded annual return / Expected Shortfall lognormal3.73677

0.00000

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

Mean0.30965

SD0.19644

Sharpe ratio (Glass type estimate)1.57627

Sharpe ratio (Hedges UMVUE)1.57545

df1444.00000

t3.70181

p0.45152

Lowerbound of 95% confidence interval for Sharpe Ratio0.73945

Upperbound of 95% confidence interval for Sharpe Ratio2.41256

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.73890

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.41200
 Statistics related to Sortino ratio

Sortino ratio2.42939

Upside Potential Ratio9.83280

Upside part of mean1.25329

Downside part of mean0.94364

Upside SD0.15061

Downside SD0.12746

N nonnegative terms792.00000

N negative terms653.00000
 Statistics related to linear regression on benchmark

N of observations1445.00000

Mean of predictor0.09917

Mean of criterion0.30965

SD of predictor0.12469

SD of criterion0.19644

Covariance0.00462

r0.18845

b (slope, estimate of beta)0.29690

a (intercept, estimate of alpha)0.28000

Mean Square Error0.03725

DF error1443.00000

t(b)7.28904

p(b)0.38075

t(a)3.40563

p(a)0.44323

Lowerbound of 95% confidence interval for beta0.21700

Upperbound of 95% confidence interval for beta0.37680

Lowerbound of 95% confidence interval for alpha0.11881

Upperbound of 95% confidence interval for alpha0.44160

Treynor index (mean / b)1.04294

Jensen alpha (a)0.28020
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29023

SD0.19601

Sharpe ratio (Glass type estimate)1.48064

Sharpe ratio (Hedges UMVUE)1.47987

df1444.00000

t3.47722

p0.45444

Lowerbound of 95% confidence interval for Sharpe Ratio0.64408

Upperbound of 95% confidence interval for Sharpe Ratio2.31672

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.64355

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.31619
 Statistics related to Sortino ratio

Sortino ratio2.24336

Upside Potential Ratio9.60064

Upside part of mean1.24205

Downside part of mean0.95182

Upside SD0.14825

Downside SD0.12937

N nonnegative terms792.00000

N negative terms653.00000
 Statistics related to linear regression on benchmark

N of observations1445.00000

Mean of predictor0.09136

Mean of criterion0.29023

SD of predictor0.12488

SD of criterion0.19601

Covariance0.00464

r0.18949

b (slope, estimate of beta)0.29743

a (intercept, estimate of alpha)0.26305

Mean Square Error0.03707

DF error1443.00000

t(b)7.33101

p(b)0.38009

t(a)3.20543

p(a)0.44653

Lowerbound of 95% confidence interval for beta0.21784

Upperbound of 95% confidence interval for beta0.37701

Lowerbound of 95% confidence interval for alpha0.10207

Upperbound of 95% confidence interval for alpha0.42403

Treynor index (mean / b)0.97579

Jensen alpha (a)0.26305
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01864

Expected Shortfall on VaR0.02358
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00772

Expected Shortfall on VaR0.01581
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1445.00000

Minimum0.91301

Quartile 10.99539

Median1.00106

Quartile 31.00720

Maximum1.09747

Mean of quarter 10.98733

Mean of quarter 20.99858

Mean of quarter 31.00381

Mean of quarter 41.01547

Inter Quartile Range0.01181

Number outliers low40.00000

Percentage of outliers low0.02768

Mean of outliers low0.96738

Number of outliers high40.00000

Percentage of outliers high0.02768

Mean of outliers high1.03631
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.14752

VaR(95%) (moments method)0.01168

Expected Shortfall (moments method)0.01747

Extreme Value Index (regression method)0.13530

VaR(95%) (regression method)0.01169

Expected Shortfall (regression method)0.01735
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations57.00000

Minimum0.00001

Quartile 10.00916

Median0.01907

Quartile 30.05031

Maximum0.25577

Mean of quarter 10.00388

Mean of quarter 20.01488

Mean of quarter 30.03211

Mean of quarter 40.10361

Inter Quartile Range0.04114

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.05263

Mean of outliers high0.20689
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.37047

VaR(95%) (moments method)0.11424

Expected Shortfall (moments method)0.19868

Extreme Value Index (regression method)0.32554

VaR(95%) (regression method)0.09488

Expected Shortfall (regression method)0.14680
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.86688

Compounded annual return (geometric extrapolation)0.37456

Calmar ratio (compounded annual return / max draw down)1.46446

Compounded annual return / average of 25% largest draw downs3.61522

Compounded annual return / Expected Shortfall lognormal15.88540

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

Mean0.07111

SD0.13549

Sharpe ratio (Glass type estimate)0.52486

Sharpe ratio (Hedges UMVUE)0.52183

df130.00000

t0.37113

p0.48373

Lowerbound of 95% confidence interval for Sharpe Ratio2.24865

Upperbound of 95% confidence interval for Sharpe Ratio3.29644

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.25071

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.29436
 Statistics related to Sortino ratio

Sortino ratio0.73989

Upside Potential Ratio8.47729

Upside part of mean0.81476

Downside part of mean0.74365

Upside SD0.09486

Downside SD0.09611

N nonnegative terms67.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.08310

Mean of criterion0.07111

SD of predictor0.16004

SD of criterion0.13549

Covariance0.00907

r0.41836

b (slope, estimate of beta)0.35417

a (intercept, estimate of alpha)0.04168

Mean Square Error0.01526

DF error129.00000

t(b)5.23153

p(b)0.24165

t(a)0.23846

p(a)0.48664

Lowerbound of 95% confidence interval for beta0.22022

Upperbound of 95% confidence interval for beta0.48811

Lowerbound of 95% confidence interval for alpha0.30416

Upperbound of 95% confidence interval for alpha0.38752

Treynor index (mean / b)0.20078

Jensen alpha (a)0.04168
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.06198

SD0.13556

Sharpe ratio (Glass type estimate)0.45722

Sharpe ratio (Hedges UMVUE)0.45458

df130.00000

t0.32330

p0.48583

Lowerbound of 95% confidence interval for Sharpe Ratio2.31599

Upperbound of 95% confidence interval for Sharpe Ratio3.22874

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.31778

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.22693
 Statistics related to Sortino ratio

Sortino ratio0.63917

Upside Potential Ratio8.35527

Upside part of mean0.81022

Downside part of mean0.74824

Upside SD0.09406

Downside SD0.09697

N nonnegative terms67.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.07028

Mean of criterion0.06198

SD of predictor0.16090

SD of criterion0.13556

Covariance0.00912

r0.41792

b (slope, estimate of beta)0.35210

a (intercept, estimate of alpha)0.03724

Mean Square Error0.01529

DF error129.00000

t(b)5.22479

p(b)0.24191

t(a)0.21289

p(a)0.48807

Lowerbound of 95% confidence interval for beta0.21876

Upperbound of 95% confidence interval for beta0.48543

Lowerbound of 95% confidence interval for alpha0.30882

Upperbound of 95% confidence interval for alpha0.38329

Treynor index (mean / b)0.17604

Jensen alpha (a)0.03724
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01345

Expected Shortfall on VaR0.01689
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00643

Expected Shortfall on VaR0.01276
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97042

Quartile 10.99644

Median1.00018

Quartile 31.00494

Maximum1.03076

Mean of quarter 10.99030

Mean of quarter 20.99865

Mean of quarter 31.00262

Mean of quarter 41.01001

Inter Quartile Range0.00850

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.97910

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02838
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.30409

VaR(95%) (moments method)0.00972

Expected Shortfall (moments method)0.01669

Extreme Value Index (regression method)0.24791

VaR(95%) (regression method)0.00952

Expected Shortfall (regression method)0.01543
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00501

Quartile 10.01155

Median0.03412

Quartile 30.06092

Maximum0.08015

Mean of quarter 10.00501

Mean of quarter 20.01373

Mean of quarter 30.05451

Mean of quarter 40.08015

Inter Quartile Range0.04937

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)0.09194

Compounded annual return (geometric extrapolation)0.09405

Calmar ratio (compounded annual return / max draw down)1.17343

Compounded annual return / average of 25% largest draw downs1.17343

Compounded annual return / Expected Shortfall lognormal5.56862
Strategy Description
Contrary to most systems OP is not purely mechanical as I employ an eyeball test and a bit of experience to its holdings.
Who am I? After my degree in Finance from Northeastern University in Boston I started out at Lehman Brothers in Boston in 1982 as an assistant trader. In 1984 I went to EF Hutton in Los Angeles and became Options Trading Coordinator in Beverly Hills. During this time I placed second in the 1987 US Trading Championship in the Options Writing Category and was featured in Investors Business Daily and Barrons and various radio stations. By 1990 I moved to AG Edwards and Sons and remained there until 1995 when I opened up my own shop. Since all three firms no longer exist I consider this the best move I ever made.
I'm no longer live in the big cities but manage client portfolios and C2 portfolios daily from my ranch near Rocky Mountain National Park in Colorado.
Brad Pappas
Summary Statistics
Latest Activity
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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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.