Income Trades
(147357636)
Subscription terms. Subscriptions to this system cost $20.00 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 Cumulative Rate of Return is calculated
= (Ending_equity  Starting_equity) / Starting_equity
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2024  +3.0%  +1.5%  +1.7%  +3.4%  +2.4%  (6.3%)  +3.0%  +0.2%  +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  $25,000  
Buy Power  $2,532  
Cash  $28,197  
Equity  $0  
Cumulative $  $2,820  
Total System Equity  $27,820  
Margined  $25,665  
Open P/L  $195 
Trading Record
Statistics

Strategy began2/16/2024

Suggested Minimum Cap$35,000

Strategy Age (days)210.27

Age7 months ago

What it tradesOptions

# Trades92

# Profitable88

% Profitable95.70%

Avg trade duration17.6 days

Max peaktovalley drawdown16.66%

drawdown periodJuly 14, 2024  Aug 05, 2024

Cumul. Return9.2%

Avg win$60.73

Avg loss$631.00
 Model Account Values (Raw)

Cash$28,197

Margin Used$25,665

Buying Power$2,532
 Ratios

W:L ratio2.12:1

Sharpe Ratio0.61

Sortino Ratio0.82

Calmar Ratio1.337
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)3.22%

Correlation to SP5000.46790

Return Percent SP500 (cumu) during strategy life12.40%
 Return Statistics

Ann Return (w trading costs)16.2%
 Slump

Current Slump as Pcnt Equity4.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.29%
 Instruments

Short Options  Percent Coveredn/a
 Return Statistics

Return Pcnt Since TOS Status0.460%

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.092%
 Instruments

Percent Trades Options1.00%

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)20.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss19.00%

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)788

Popularity (Last 6 weeks)965
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score939

Popularity (7 days, Percentile 1000 scale)927
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$631

Avg Win$61

Sum Trade PL (losers)$2,524.000
 Age

Num Months filled monthly returns table8
 Win / Loss

Sum Trade PL (winners)$5,344.000

# Winners88

Num Months Winners7
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)82998
 Win / Loss

# Losers4

% Winners95.7%
 Frequency

Avg Position Time (mins)25277.60

Avg Position Time (hrs)421.29

Avg Trade Length17.6 days

Last Trade Ago2
 Leverage

Daily leverage (average)3.71

Daily leverage (max)5.25
 Regression

Alpha0.00

Beta0.76

Treynor Index0.06
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)3.61

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.03

Avg(MAE) / Avg(PL)  All trades6.600

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 trades2.573

Avg(MAE) / Avg(PL)  Losing trades1.133

HoldandHope Ratio0.159
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.18449

SD0.11530

Sharpe ratio (Glass type estimate)1.60017

Sharpe ratio (Hedges UMVUE)1.34534

df5.00000

t1.13149

p0.15459

Lowerbound of 95% confidence interval for Sharpe Ratio1.40323

Upperbound of 95% confidence interval for Sharpe Ratio4.46645

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.54917

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.23985
 Statistics related to Sortino ratio

Sortino ratio2.62127

Upside Potential Ratio4.03548

Upside part of mean0.28403

Downside part of mean0.09954

Upside SD0.09466

Downside SD0.07038

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.22373

Mean of criterion0.18449

SD of predictor0.13513

SD of criterion0.11530

Covariance0.00914

r0.58657

b (slope, estimate of beta)0.50047

a (intercept, estimate of alpha)0.07252

Mean Square Error0.01090

DF error4.00000

t(b)1.44851

p(b)0.11053

t(a)0.43517

p(a)0.34295

Lowerbound of 95% confidence interval for beta0.45900

Upperbound of 95% confidence interval for beta1.45994

Lowerbound of 95% confidence interval for alpha0.39028

Upperbound of 95% confidence interval for alpha0.53533

Treynor index (mean / b)0.36864

Jensen alpha (a)0.07252
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17716

SD0.11591

Sharpe ratio (Glass type estimate)1.52839

Sharpe ratio (Hedges UMVUE)1.28499

df5.00000

t1.08074

p0.16458

Lowerbound of 95% confidence interval for Sharpe Ratio1.45869

Upperbound of 95% confidence interval for Sharpe Ratio4.38312

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.59897

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.16895
 Statistics related to Sortino ratio

Sortino ratio2.45969

Upside Potential Ratio3.87390

Upside part of mean0.27901

Downside part of mean0.10186

Upside SD0.09286

Downside SD0.07202

N nonnegative terms5.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.21374

Mean of criterion0.17716

SD of predictor0.13409

SD of criterion0.11591

Covariance0.00894

r0.57509

b (slope, estimate of beta)0.49713

a (intercept, estimate of alpha)0.07090

Mean Square Error0.01124

DF error4.00000

t(b)1.40592

p(b)0.11623

t(a)0.42227

p(a)0.34727

Lowerbound of 95% confidence interval for beta0.48481

Upperbound of 95% confidence interval for beta1.47907

Lowerbound of 95% confidence interval for alpha0.39536

Upperbound of 95% confidence interval for alpha0.53716

Treynor index (mean / b)0.35635

Jensen alpha (a)0.07090
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03947

Expected Shortfall on VaR0.05274
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00770

Expected Shortfall on VaR0.02112
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.95256

Quartile 11.02043

Median1.02558

Quartile 31.03710

Maximum1.04285

Mean of quarter 10.98566

Mean of quarter 21.02543

Mean of quarter 31.02572

Mean of quarter 41.04187

Inter Quartile Range0.01667

Number outliers low1.00000

Percentage of outliers low0.16667

Mean of outliers low0.95256

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.04744

Quartile 10.04744

Median0.04744

Quartile 30.04744

Maximum0.04744

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)0.21594

Compounded annual return (geometric extrapolation)0.22760

Calmar ratio (compounded annual return / max draw down)4.79762

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

Compounded annual return / Expected Shortfall lognormal4.31574

0.00000

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

Mean0.18931

SD0.21553

Sharpe ratio (Glass type estimate)0.87835

Sharpe ratio (Hedges UMVUE)0.87364

df140.00000

t0.64436

p0.47281

Lowerbound of 95% confidence interval for Sharpe Ratio1.79679

Upperbound of 95% confidence interval for Sharpe Ratio3.55059

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.80003

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.54731
 Statistics related to Sortino ratio

Sortino ratio1.20751

Upside Potential Ratio5.72548

Upside part of mean0.89761

Downside part of mean0.70830

Upside SD0.14724

Downside SD0.15677

N nonnegative terms93.00000

N negative terms48.00000
 Statistics related to linear regression on benchmark

N of observations141.00000

Mean of predictor0.19826

Mean of criterion0.18931

SD of predictor0.13413

SD of criterion0.21553

Covariance0.01386

r0.47946

b (slope, estimate of beta)0.77044

a (intercept, estimate of alpha)0.03700

Mean Square Error0.03603

DF error139.00000

t(b)6.44141

p(b)0.20690

t(a)0.14070

p(a)0.49240

Lowerbound of 95% confidence interval for beta0.53395

Upperbound of 95% confidence interval for beta1.00692

Lowerbound of 95% confidence interval for alpha0.47718

Upperbound of 95% confidence interval for alpha0.55029

Treynor index (mean / b)0.24571

Jensen alpha (a)0.03656
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.16594

SD0.21717

Sharpe ratio (Glass type estimate)0.76411

Sharpe ratio (Hedges UMVUE)0.76001

df140.00000

t0.56055

p0.47634

Lowerbound of 95% confidence interval for Sharpe Ratio1.91044

Upperbound of 95% confidence interval for Sharpe Ratio3.43597

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.91318

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.43320
 Statistics related to Sortino ratio

Sortino ratio1.02710

Upside Potential Ratio5.48982

Upside part of mean0.88696

Downside part of mean0.72102

Upside SD0.14433

Downside SD0.16156

N nonnegative terms93.00000

N negative terms48.00000
 Statistics related to linear regression on benchmark

N of observations141.00000

Mean of predictor0.18922

Mean of criterion0.16594

SD of predictor0.13437

SD of criterion0.21717

Covariance0.01404

r0.48114

b (slope, estimate of beta)0.77765

a (intercept, estimate of alpha)0.01880

Mean Square Error0.03651

DF error139.00000

t(b)6.47083

p(b)0.20596

t(a)0.07190

p(a)0.49612

Lowerbound of 95% confidence interval for beta0.54004

Upperbound of 95% confidence interval for beta1.01526

Lowerbound of 95% confidence interval for alpha0.49812

Upperbound of 95% confidence interval for alpha0.53571

Treynor index (mean / b)0.21339

Jensen alpha (a)0.01880
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02121

Expected Shortfall on VaR0.02667
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00450

Expected Shortfall on VaR0.01101
 ORDER STATISTICS
 Quartiles of return rates

Number of observations141.00000

Minimum0.91672

Quartile 10.99975

Median1.00086

Quartile 31.00292

Maximum1.05777

Mean of quarter 10.98957

Mean of quarter 21.00032

Mean of quarter 31.00178

Mean of quarter 41.01197

Inter Quartile Range0.00318

Number outliers low17.00000

Percentage of outliers low0.12057

Mean of outliers low0.97983

Number of outliers high13.00000

Percentage of outliers high0.09220

Mean of outliers high1.02472
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.50385

VaR(95%) (moments method)0.00483

Expected Shortfall (moments method)0.01296

Extreme Value Index (regression method)0.37740

VaR(95%) (regression method)0.01308

Expected Shortfall (regression method)0.03160
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00003

Quartile 10.00023

Median0.00096

Quartile 30.00371

Maximum0.15995

Mean of quarter 10.00008

Mean of quarter 20.00052

Mean of quarter 30.00239

Mean of quarter 40.05112

Inter Quartile Range0.00348

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.18750

Mean of outliers high0.06650
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.43607

VaR(95%) (moments method)0.02342

Expected Shortfall (moments method)0.05595

Extreme Value Index (regression method)1.48243

VaR(95%) (regression method)0.07855

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.20432

Compounded annual return (geometric extrapolation)0.21391

Calmar ratio (compounded annual return / max draw down)1.33735

Compounded annual return / average of 25% largest draw downs4.18429

Compounded annual return / Expected Shortfall lognormal8.02155

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

Mean0.15584

SD0.22310

Sharpe ratio (Glass type estimate)0.69852

Sharpe ratio (Hedges UMVUE)0.69448

df130.00000

t0.49393

p0.47836

Lowerbound of 95% confidence interval for Sharpe Ratio2.07592

Upperbound of 95% confidence interval for Sharpe Ratio3.47030

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.07861

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.46757
 Statistics related to Sortino ratio

Sortino ratio0.95816

Upside Potential Ratio5.64047

Upside part of mean0.91741

Downside part of mean0.76157

Upside SD0.15177

Downside SD0.16265

N nonnegative terms86.00000

N negative terms45.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.16546

Mean of criterion0.15584

SD of predictor0.13505

SD of criterion0.22310

Covariance0.01450

r0.48132

b (slope, estimate of beta)0.79514

a (intercept, estimate of alpha)0.02428

Mean Square Error0.03854

DF error129.00000

t(b)6.23665

p(b)0.20586

t(a)0.08720

p(a)0.49511

Lowerbound of 95% confidence interval for beta0.54289

Upperbound of 95% confidence interval for beta1.04739

Lowerbound of 95% confidence interval for alpha0.52661

Upperbound of 95% confidence interval for alpha0.57517

Treynor index (mean / b)0.19599

Jensen alpha (a)0.02428
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.13085

SD0.22481

Sharpe ratio (Glass type estimate)0.58205

Sharpe ratio (Hedges UMVUE)0.57869

df130.00000

t0.41157

p0.48196

Lowerbound of 95% confidence interval for Sharpe Ratio2.19175

Upperbound of 95% confidence interval for Sharpe Ratio3.35367

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.19401

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.35138
 Statistics related to Sortino ratio

Sortino ratio0.78064

Upside Potential Ratio5.40579

Upside part of mean0.90611

Downside part of mean0.77526

Upside SD0.14874

Downside SD0.16762

N nonnegative terms86.00000

N negative terms45.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15632

Mean of criterion0.13085

SD of predictor0.13537

SD of criterion0.22481

Covariance0.01470

r0.48300

b (slope, estimate of beta)0.80213

a (intercept, estimate of alpha)0.00546

Mean Square Error0.03905

DF error129.00000

t(b)6.26513

p(b)0.20492

t(a)0.01950

p(a)0.49891

VAR (95 Confidence Intrvl)0.02100

Lowerbound of 95% confidence interval for beta0.54882

Upperbound of 95% confidence interval for beta1.05544

Lowerbound of 95% confidence interval for alpha0.54887

Upperbound of 95% confidence interval for alpha0.55980

Treynor index (mean / b)0.16313

Jensen alpha (a)0.00546
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02210

Expected Shortfall on VaR0.02774
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00489

Expected Shortfall on VaR0.01187
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.91672

Quartile 10.99960

Median1.00074

Quartile 31.00289

Maximum1.05777

Mean of quarter 10.98865

Mean of quarter 21.00026

Mean of quarter 31.00169

Mean of quarter 41.01224

Inter Quartile Range0.00330

Number outliers low16.00000

Percentage of outliers low0.12214

Mean of outliers low0.97889

Number of outliers high12.00000

Percentage of outliers high0.09160

Mean of outliers high1.02589
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.50385

VaR(95%) (moments method)0.00514

Expected Shortfall (moments method)0.01356

Extreme Value Index (regression method)0.37740

VaR(95%) (regression method)0.01393

Expected Shortfall (regression method)0.03297
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00003

Quartile 10.00035

Median0.00115

Quartile 30.00410

Maximum0.15995

Mean of quarter 10.00014

Mean of quarter 20.00074

Mean of quarter 30.00277

Mean of quarter 40.05112

Inter Quartile Range0.00375

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.20000

Mean of outliers high0.06650
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.43607

VaR(95%) (moments method)0.02462

Expected Shortfall (moments method)0.05808

Extreme Value Index (regression method)1.48243

VaR(95%) (regression method)0.08624

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?375235000

Max Equity Drawdown (num days)22
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.16523

Compounded annual return (geometric extrapolation)0.17205

Calmar ratio (compounded annual return / max draw down)1.07564

Compounded annual return / average of 25% largest draw downs3.36544

Compounded annual return / Expected Shortfall lognormal6.20153
Strategy Description
The focus is low risk, recurring, reliable and consistent income.
In the model portfolio we will always trade one position. The cash and margin requirements will be based on the underlying stock price. Scale accordingly knowing the trades issued will always be for 1 contract, no matter what the stock price is.
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.