T StarMNQ
(135638383)
Subscription terms. Subscriptions to this system cost $125.00 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.
Financials / Indexes
Focuses on market indexes or interest rates futures.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  

2021  +7.8%  +5.4%  +21.1%  +2.4%  +1.4%  +9.1%  +1.8%  +58.6% 
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  $34,155  
Buy Power  $61,985  
Cash  $1  
Equity  $1  
Cumulative $  $27,830  
Total System Equity  $61,985  
Margined  $1  
Open P/L  $0  
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 began5/17/2021

Suggested Minimum Cap$50,000

Strategy Age (days)194.91

Age7 months ago

What it tradesFutures

# Trades432

# Profitable272

% Profitable63.00%

Avg trade duration8.2 hours

Max peaktovalley drawdown74.49%

drawdown periodOct 01, 2021  Oct 11, 2021

Cumul. Return58.6%

Avg win$448.81

Avg loss$589.04
 Model Account Values (Raw)

Cash$61,985

Margin Used$0

Buying Power$61,985
 Ratios

W:L ratio1.30:1

Sharpe Ratio1.12

Sortino Ratio1.71

Calmar Ratio3.059
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)48.25%

Correlation to SP5000.02360

Return Percent SP500 (cumu) during strategy life10.36%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)134.4%
 Slump

Current Slump as Pcnt Equity2.10%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.13%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.586%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)203.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss54.50%

Chance of 20% account loss38.00%

Chance of 30% account loss22.00%

Chance of 40% account loss8.50%

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 Automated95.66%
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss3.00%
 Popularity

Popularity (Today)556

Popularity (Last 6 weeks)846
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)541
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$589

Avg Win$449

Sum Trade PL (losers)$94,246.000
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$122,076.000

# Winners272

Num Months Winners7
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers160

% Winners63.0%
 Frequency

Avg Position Time (mins)492.13

Avg Position Time (hrs)8.20

Avg Trade Length0.3 days

Last Trade Ago25
 Leverage

Daily leverage (average)9.48

Daily leverage (max)234.67
 Regression

Alpha0.47

Beta0.29

Treynor Index1.64
 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)0.12

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades2.547

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 strat0.11

Avg(MAE) / Avg(PL)  Winning trades0.677

Avg(MAE) / Avg(PL)  Losing trades1.181

HoldandHope Ratio0.391
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.26668

SD0.40957

Sharpe ratio (Glass type estimate)3.09271

Sharpe ratio (Hedges UMVUE)2.60020

df5.00000

t2.18688

p0.04021

Lowerbound of 95% confidence interval for Sharpe Ratio0.34683

Upperbound of 95% confidence interval for Sharpe Ratio6.33286

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.60607

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.80646
 Statistics related to Sortino ratio

Sortino ratio63.52890

Upside Potential Ratio65.44340

Upside part of mean1.30485

Downside part of mean0.03817

Upside SD0.52259

Downside SD0.01994

N nonnegative terms4.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.21913

Mean of criterion1.26668

SD of predictor0.06464

SD of criterion0.40957

Covariance0.02326

r0.87850

b (slope, estimate of beta)5.56593

a (intercept, estimate of alpha)0.04702

Mean Square Error0.04786

DF error4.00000

t(b)3.67776

p(b)0.01062

t(a)0.10368

p(a)0.46121

Lowerbound of 95% confidence interval for beta1.36323

Upperbound of 95% confidence interval for beta9.76863

Lowerbound of 95% confidence interval for alpha1.21243

Upperbound of 95% confidence interval for alpha1.30648

Treynor index (mean / b)0.22758

Jensen alpha (a)0.04702
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.14546

SD0.36538

Sharpe ratio (Glass type estimate)3.13494

Sharpe ratio (Hedges UMVUE)2.63570

df5.00000

t2.21674

p0.03872

Lowerbound of 95% confidence interval for Sharpe Ratio0.31926

Upperbound of 95% confidence interval for Sharpe Ratio6.38895

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.58168

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.85308
 Statistics related to Sortino ratio

Sortino ratio57.26220

Upside Potential Ratio59.17610

Upside part of mean1.18374

Downside part of mean0.03828

Upside SD0.46925

Downside SD0.02000

N nonnegative terms4.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations6.00000

Mean of predictor0.21499

Mean of criterion1.14546

SD of predictor0.06308

SD of criterion0.36538

Covariance0.02014

r0.87371

b (slope, estimate of beta)5.06059

a (intercept, estimate of alpha)0.05748

Mean Square Error0.03949

DF error4.00000

t(b)3.59223

p(b)0.01146

t(a)0.13913

p(a)0.44804

Lowerbound of 95% confidence interval for beta1.14848

Upperbound of 95% confidence interval for beta8.97270

Lowerbound of 95% confidence interval for alpha1.08988

Upperbound of 95% confidence interval for alpha1.20485

Treynor index (mean / b)0.22635

Jensen alpha (a)0.05748
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07507

Expected Shortfall on VaR0.11429
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00573

Expected Shortfall on VaR0.01115
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.98990

Quartile 11.00844

Median1.08610

Quartile 31.19204

Maximum1.27529

Mean of quarter 10.99279

Mean of quarter 21.04675

Mean of quarter 31.12546

Mean of quarter 41.24477

Inter Quartile Range0.18360

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 observations1.00000

Minimum0.01439

Quartile 10.01439

Median0.01439

Quartile 30.01439

Maximum0.01439

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)1.59603

Compounded annual return (geometric extrapolation)2.23285

Calmar ratio (compounded annual return / max draw down)155.21100

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

Compounded annual return / Expected Shortfall lognormal19.53740

0.00000

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

Mean1.81675

SD1.18741

Sharpe ratio (Glass type estimate)1.53000

Sharpe ratio (Hedges UMVUE)1.52167

df138.00000

t1.11442

p0.45278

Lowerbound of 95% confidence interval for Sharpe Ratio1.16964

Upperbound of 95% confidence interval for Sharpe Ratio4.22418

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.17517

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.21851
 Statistics related to Sortino ratio

Sortino ratio2.40207

Upside Potential Ratio4.85794

Upside part of mean3.67419

Downside part of mean1.85744

Upside SD0.91672

Downside SD0.75633

N nonnegative terms75.00000

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

N of observations139.00000

Mean of predictor0.16354

Mean of criterion1.81675

SD of predictor0.10582

SD of criterion1.18741

Covariance0.00480

r0.03817

b (slope, estimate of beta)0.42834

a (intercept, estimate of alpha)1.74700

Mean Square Error1.41818

DF error137.00000

t(b)0.44713

p(b)0.47570

t(a)1.06347

p(a)0.44247

Lowerbound of 95% confidence interval for beta1.46600

Upperbound of 95% confidence interval for beta2.32268

Lowerbound of 95% confidence interval for alpha1.50114

Upperbound of 95% confidence interval for alpha4.99453

Treynor index (mean / b)4.24137

Jensen alpha (a)1.74669
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.07793

SD1.24883

Sharpe ratio (Glass type estimate)0.86315

Sharpe ratio (Hedges UMVUE)0.85845

df138.00000

t0.62870

p0.47328

Lowerbound of 95% confidence interval for Sharpe Ratio1.83112

Upperbound of 95% confidence interval for Sharpe Ratio3.55446

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.83431

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.55122
 Statistics related to Sortino ratio

Sortino ratio1.11859

Upside Potential Ratio3.45518

Upside part of mean3.32957

Downside part of mean2.25165

Upside SD0.79004

Downside SD0.96365

N nonnegative terms75.00000

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

N of observations139.00000

Mean of predictor0.15791

Mean of criterion1.07793

SD of predictor0.10597

SD of criterion1.24883

Covariance0.00200

r0.01514

b (slope, estimate of beta)0.17838

a (intercept, estimate of alpha)1.04976

Mean Square Error1.57059

DF error137.00000

t(b)0.17719

p(b)0.49036

t(a)0.60753

p(a)0.46702

Lowerbound of 95% confidence interval for beta1.81235

Upperbound of 95% confidence interval for beta2.16910

Lowerbound of 95% confidence interval for alpha2.36706

Upperbound of 95% confidence interval for alpha4.46658

Treynor index (mean / b)6.04289

Jensen alpha (a)1.04976
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.11555

Expected Shortfall on VaR0.14326
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01454

Expected Shortfall on VaR0.03550
 ORDER STATISTICS
 Quartiles of return rates

Number of observations139.00000

Minimum0.55629

Quartile 10.99988

Median1.00040

Quartile 31.00619

Maximum1.46074

Mean of quarter 10.97204

Mean of quarter 21.00005

Mean of quarter 31.00211

Mean of quarter 41.05382

Inter Quartile Range0.00631

Number outliers low9.00000

Percentage of outliers low0.06475

Mean of outliers low0.89672

Number of outliers high18.00000

Percentage of outliers high0.12950

Mean of outliers high1.09555
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.59860

VaR(95%) (moments method)0.00682

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.69165

VaR(95%) (regression method)0.00562

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

Number of observations10.00000

Minimum0.00035

Quartile 10.00092

Median0.00396

Quartile 30.01873

Maximum0.66095

Mean of quarter 10.00059

Mean of quarter 20.00126

Mean of quarter 30.00805

Mean of quarter 40.24709

Inter Quartile Range0.01781

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.20000

Mean of outliers high0.35973
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.05314

VaR(95%) (moments method)0.17231

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)3.03610

VaR(95%) (regression method)1.23337

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.50417

Compounded annual return (geometric extrapolation)2.02174

Calmar ratio (compounded annual return / max draw down)3.05886

Compounded annual return / average of 25% largest draw downs8.18227

Compounded annual return / Expected Shortfall lognormal14.11210

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

Mean1.84693

SD1.22282

Sharpe ratio (Glass type estimate)1.51039

Sharpe ratio (Hedges UMVUE)1.50166

df130.00000

t1.06801

p0.45337

Lowerbound of 95% confidence interval for Sharpe Ratio1.27027

Upperbound of 95% confidence interval for Sharpe Ratio4.28537

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.27615

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.27947
 Statistics related to Sortino ratio

Sortino ratio2.37085

Upside Potential Ratio4.87575

Upside part of mean3.79829

Downside part of mean1.95136

Upside SD0.94341

Downside SD0.77902

N nonnegative terms69.00000

N negative terms62.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15696

Mean of criterion1.84693

SD of predictor0.10630

SD of criterion1.22282

Covariance0.00548

r0.04213

b (slope, estimate of beta)0.48464

a (intercept, estimate of alpha)1.77087

Mean Square Error1.50421

DF error129.00000

t(b)0.47891

p(b)0.47319

t(a)1.01673

p(a)0.44331

Lowerbound of 95% confidence interval for beta1.51756

Upperbound of 95% confidence interval for beta2.48684

Lowerbound of 95% confidence interval for alpha1.67520

Upperbound of 95% confidence interval for alpha5.21693

Treynor index (mean / b)3.81093

Jensen alpha (a)1.77087
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.06388

SD1.28615

Sharpe ratio (Glass type estimate)0.82718

Sharpe ratio (Hedges UMVUE)0.82240

df130.00000

t0.58490

p0.47438

Lowerbound of 95% confidence interval for Sharpe Ratio1.94802

Upperbound of 95% confidence interval for Sharpe Ratio3.59924

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.95121

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.59601
 Statistics related to Sortino ratio

Sortino ratio1.07182

Upside Potential Ratio3.45911

Upside part of mean3.43346

Downside part of mean2.36959

Upside SD0.81280

Downside SD0.99259

N nonnegative terms69.00000

N negative terms62.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15128

Mean of criterion1.06388

SD of predictor0.10647

SD of criterion1.28615

Covariance0.00249

r0.01817

b (slope, estimate of beta)0.21945

a (intercept, estimate of alpha)1.03068

Mean Square Error1.66646

DF error129.00000

t(b)0.20636

p(b)0.48844

t(a)0.56238

p(a)0.46853

VAR (95 Confidence Intrvl)0.11600

Lowerbound of 95% confidence interval for beta1.88462

Upperbound of 95% confidence interval for beta2.32353

Lowerbound of 95% confidence interval for alpha2.59537

Upperbound of 95% confidence interval for alpha4.65672

Treynor index (mean / b)4.84788

Jensen alpha (a)1.03068
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.11895

Expected Shortfall on VaR0.14735
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01559

Expected Shortfall on VaR0.03788
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.55629

Quartile 10.99988

Median1.00032

Quartile 31.00583

Maximum1.46074

Mean of quarter 10.97064

Mean of quarter 21.00003

Mean of quarter 31.00193

Mean of quarter 41.05587

Inter Quartile Range0.00595

Number outliers low9.00000

Percentage of outliers low0.06870

Mean of outliers low0.89672

Number of outliers high17.00000

Percentage of outliers high0.12977

Mean of outliers high1.09971
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.69036

VaR(95%) (moments method)0.00676

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.66610

VaR(95%) (regression method)0.00678

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

Number of observations9.00000

Minimum0.00035

Quartile 10.00083

Median0.00135

Quartile 30.02180

Maximum0.66095

Mean of quarter 10.00059

Mean of quarter 20.00126

Mean of quarter 30.01419

Mean of quarter 40.35973

Inter Quartile Range0.02097

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.22222

Mean of outliers high0.35973
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.05314

VaR(95%) (moments method)0.19532

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)3.03610

VaR(95%) (regression method)1.64233

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?304302000

Max Equity Drawdown (num days)10
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.45229

Compounded annual return (geometric extrapolation)1.97958

Calmar ratio (compounded annual return / max draw down)2.99508

Compounded annual return / average of 25% largest draw downs5.50293

Compounded annual return / Expected Shortfall lognormal13.43430
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.