KiparisLowCap
(133218986)
Subscription terms. Subscriptions to this system cost $85.00 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.
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 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  +19.4%  +16.2%  (1.4%)  (2.3%)  +4.5%  +7.2%  (10.5%)  +1.7%  (2.7%)  (4.9%)  (10.5%)  (3.8%)  +8.8% 
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  $8,641  
Cash  $1  
Equity  $1  
Cumulative $  $4,014  
Includes dividends and cashsettled expirations:  $32  Itemized 
Total System Equity  $29,014  
Margined  $1  
Open P/L  ($4,599)  
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 began1/6/2021

Suggested Minimum Cap$15,000

Strategy Age (days)331.57

Age11 months ago

What it tradesStocks

# Trades166

# Profitable92

% Profitable55.40%

Avg trade duration106.6 days

Max peaktovalley drawdown29.01%

drawdown periodJune 25, 2021  Dec 03, 2021

Cumul. Return8.8%

Avg win$134.59

Avg loss$154.08
 Model Account Values (Raw)

Cash$14,583

Margin Used$0

Buying Power$8,641
 Ratios

W:L ratio1.09:1

Sharpe Ratio0.52

Sortino Ratio0.79

Calmar Ratio0.729
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)12.30%

Correlation to SP5000.24750

Return Percent SP500 (cumu) during strategy life21.08%
 Return Statistics

Ann Return (w trading costs)9.6%
 Slump

Current Slump as Pcnt Equity40.90%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.48%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.088%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)17.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss35.00%

Chance of 20% account loss5.50%

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)0

Popularity (Last 6 weeks)647
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score813

Popularity (7 days, Percentile 1000 scale)273
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$154

Avg Win$167

Sum Trade PL (losers)$11,402.000
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$15,386.000

# Winners92

Num Months Winners5
 Dividends

Dividends Received in Model Acct33
 Win / Loss

# Losers74

% Winners55.4%
 Frequency

Avg Position Time (mins)153466.00

Avg Position Time (hrs)2557.77

Avg Trade Length106.6 days

Last Trade Ago22
 Leverage

Daily leverage (average)0.74

Daily leverage (max)1.03
 Regression

Alpha0.01

Beta0.40

Treynor Index0.09
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.32

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades32.187

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.178

Avg(MAE) / Avg(PL)  Losing trades1.065

HoldandHope Ratio0.272
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.41600

SD0.45098

Sharpe ratio (Glass type estimate)0.92245

Sharpe ratio (Hedges UMVUE)0.84300

df9.00000

t0.84207

p0.21078

Lowerbound of 95% confidence interval for Sharpe Ratio1.28949

Upperbound of 95% confidence interval for Sharpe Ratio3.08592

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.33906

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.02507
 Statistics related to Sortino ratio

Sortino ratio3.82205

Upside Potential Ratio6.09582

Upside part of mean0.66348

Downside part of mean0.24748

Upside SD0.43083

Downside SD0.10884

N nonnegative terms4.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.25160

Mean of criterion0.41600

SD of predictor0.10033

SD of criterion0.45098

Covariance0.00007

r0.00147

b (slope, estimate of beta)0.00661

a (intercept, estimate of alpha)0.41434

Mean Square Error0.22880

DF error8.00000

t(b)0.00416

p(b)0.49839

t(a)0.62862

p(a)0.27356

Lowerbound of 95% confidence interval for beta3.65817

Upperbound of 95% confidence interval for beta3.67139

Lowerbound of 95% confidence interval for alpha1.10560

Upperbound of 95% confidence interval for alpha1.93427

Treynor index (mean / b)62.93330

Jensen alpha (a)0.41434
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.33276

SD0.39672

Sharpe ratio (Glass type estimate)0.83877

Sharpe ratio (Hedges UMVUE)0.76653

df9.00000

t0.76568

p0.23173

Lowerbound of 95% confidence interval for Sharpe Ratio1.36409

Upperbound of 95% confidence interval for Sharpe Ratio2.99728

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.40951

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.94256
 Statistics related to Sortino ratio

Sortino ratio2.97441

Upside Potential Ratio5.23628

Upside part of mean0.58580

Downside part of mean0.25304

Upside SD0.37197

Downside SD0.11187

N nonnegative terms4.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.24409

Mean of criterion0.33276

SD of predictor0.09819

SD of criterion0.39672

Covariance0.00047

r0.01204

b (slope, estimate of beta)0.04863

a (intercept, estimate of alpha)0.34463

Mean Square Error0.17704

DF error8.00000

t(b)0.03404

p(b)0.51316

t(a)0.59632

p(a)0.28372

Lowerbound of 95% confidence interval for beta3.34234

Upperbound of 95% confidence interval for beta3.24509

Lowerbound of 95% confidence interval for alpha0.98806

Upperbound of 95% confidence interval for alpha1.67731

Treynor index (mean / b)6.84319

Jensen alpha (a)0.34463
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.14841

Expected Shortfall on VaR0.18748
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05256

Expected Shortfall on VaR0.08045
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.93524

Quartile 10.98072

Median0.98504

Quartile 31.02724

Maximum1.36659

Mean of quarter 10.95186

Mean of quarter 20.98317

Mean of quarter 31.00206

Mean of quarter 41.18130

Inter Quartile Range0.04652

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 high1.25684
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)436.47000

VaR(95%) (moments method)0.04246

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)4.05356

VaR(95%) (regression method)0.12223

Expected Shortfall (regression method)0.12231
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.03187

Quartile 10.05794

Median0.08402

Quartile 30.11010

Maximum0.13618

Mean of quarter 10.03187

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.13618

Inter Quartile Range0.05216

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)0.42073

Compounded annual return (geometric extrapolation)0.43428

Calmar ratio (compounded annual return / max draw down)3.18905

Compounded annual return / average of 25% largest draw downs3.18905

Compounded annual return / Expected Shortfall lognormal2.31643

0.00000

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

Mean0.16757

SD0.20548

Sharpe ratio (Glass type estimate)0.81553

Sharpe ratio (Hedges UMVUE)0.81293

df236.00000

t0.77564

p0.21937

Lowerbound of 95% confidence interval for Sharpe Ratio1.24733

Upperbound of 95% confidence interval for Sharpe Ratio2.87679

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.24912

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.87498
 Statistics related to Sortino ratio

Sortino ratio1.26265

Upside Potential Ratio10.13210

Upside part of mean1.34467

Downside part of mean1.17710

Upside SD0.15664

Downside SD0.13271

N nonnegative terms120.00000

N negative terms117.00000
 Statistics related to linear regression on benchmark

N of observations237.00000

Mean of predictor0.19185

Mean of criterion0.16757

SD of predictor0.12800

SD of criterion0.20548

Covariance0.00632

r0.24048

b (slope, estimate of beta)0.38605

a (intercept, estimate of alpha)0.09400

Mean Square Error0.03995

DF error235.00000

t(b)3.79801

p(b)0.00009

t(a)0.44306

p(a)0.32906

Lowerbound of 95% confidence interval for beta0.18580

Upperbound of 95% confidence interval for beta0.58630

Lowerbound of 95% confidence interval for alpha0.32228

Upperbound of 95% confidence interval for alpha0.50930

Treynor index (mean / b)0.43407

Jensen alpha (a)0.09351
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.14656

SD0.20493

Sharpe ratio (Glass type estimate)0.71518

Sharpe ratio (Hedges UMVUE)0.71290

df236.00000

t0.68020

p0.24852

Lowerbound of 95% confidence interval for Sharpe Ratio1.34731

Upperbound of 95% confidence interval for Sharpe Ratio2.77620

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.34885

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.77465
 Statistics related to Sortino ratio

Sortino ratio1.09322

Upside Potential Ratio9.93879

Upside part of mean1.33246

Downside part of mean1.18590

Upside SD0.15469

Downside SD0.13407

N nonnegative terms120.00000

N negative terms117.00000
 Statistics related to linear regression on benchmark

N of observations237.00000

Mean of predictor0.18360

Mean of criterion0.14656

SD of predictor0.12813

SD of criterion0.20493

Covariance0.00632

r0.24073

b (slope, estimate of beta)0.38502

a (intercept, estimate of alpha)0.07588

Mean Square Error0.03973

DF error235.00000

t(b)3.80208

p(b)0.00009

t(a)0.36062

p(a)0.35935

Lowerbound of 95% confidence interval for beta0.18552

Upperbound of 95% confidence interval for beta0.58452

Lowerbound of 95% confidence interval for alpha0.33864

Upperbound of 95% confidence interval for alpha0.49039

Treynor index (mean / b)0.38066

Jensen alpha (a)0.07588
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02006

Expected Shortfall on VaR0.02522
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01038

Expected Shortfall on VaR0.01901
 ORDER STATISTICS
 Quartiles of return rates

Number of observations237.00000

Minimum0.95977

Quartile 10.99245

Median1.00027

Quartile 31.00875

Maximum1.05065

Mean of quarter 10.98571

Mean of quarter 20.99670

Mean of quarter 31.00366

Mean of quarter 41.01717

Inter Quartile Range0.01629

Number outliers low2.00000

Percentage of outliers low0.00844

Mean of outliers low0.96305

Number of outliers high3.00000

Percentage of outliers high0.01266

Mean of outliers high1.04391
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.12118

VaR(95%) (moments method)0.01459

Expected Shortfall (moments method)0.01813

Extreme Value Index (regression method)0.01109

VaR(95%) (regression method)0.01407

Expected Shortfall (regression method)0.01819
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00033

Quartile 10.00123

Median0.03392

Quartile 30.17206

Maximum0.26138

Mean of quarter 10.00078

Mean of quarter 20.03392

Mean of quarter 30.17206

Mean of quarter 40.26138

Inter Quartile Range0.17083

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)0.18899

Compounded annual return (geometric extrapolation)0.19062

Calmar ratio (compounded annual return / max draw down)0.72927

Compounded annual return / average of 25% largest draw downs0.72927

Compounded annual return / Expected Shortfall lognormal7.55763

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

Mean0.53155

SD0.14566

Sharpe ratio (Glass type estimate)3.64930

Sharpe ratio (Hedges UMVUE)3.62821

df130.00000

t2.58045

p0.61037

Lowerbound of 95% confidence interval for Sharpe Ratio6.44954

Upperbound of 95% confidence interval for Sharpe Ratio0.83551

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.43488

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.82154
 Statistics related to Sortino ratio

Sortino ratio4.49450

Upside Potential Ratio5.62717

Upside part of mean0.66551

Downside part of mean1.19706

Upside SD0.09025

Downside SD0.11827

N nonnegative terms55.00000

N negative terms76.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.13711

Mean of criterion0.53155

SD of predictor0.11489

SD of criterion0.14566

Covariance0.00515

r0.30754

b (slope, estimate of beta)0.38990

a (intercept, estimate of alpha)0.58501

Mean Square Error0.01936

DF error129.00000

t(b)3.67094

p(b)0.30734

t(a)2.96500

p(a)0.65908

Lowerbound of 95% confidence interval for beta0.17976

Upperbound of 95% confidence interval for beta0.60005

Lowerbound of 95% confidence interval for alpha0.97538

Upperbound of 95% confidence interval for alpha0.19464

Treynor index (mean / b)1.36330

Jensen alpha (a)0.58501
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.54258

SD0.14572

Sharpe ratio (Glass type estimate)3.72342

Sharpe ratio (Hedges UMVUE)3.70189

df130.00000

t2.63285

p0.61250

Lowerbound of 95% confidence interval for Sharpe Ratio6.52496

Upperbound of 95% confidence interval for Sharpe Ratio0.90806

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation6.50999

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.89380
 Statistics related to Sortino ratio

Sortino ratio4.55644

Upside Potential Ratio5.55432

Upside part of mean0.66141

Downside part of mean1.20399

Upside SD0.08953

Downside SD0.11908

N nonnegative terms55.00000

N negative terms76.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.13049

Mean of criterion0.54258

SD of predictor0.11509

SD of criterion0.14572

Covariance0.00516

r0.30773

b (slope, estimate of beta)0.38965

a (intercept, estimate of alpha)0.59343

Mean Square Error0.01937

DF error129.00000

t(b)3.67333

p(b)0.30723

t(a)3.00735

p(a)0.66115

VAR (95 Confidence Intrvl)0.02000

Lowerbound of 95% confidence interval for beta0.17977

Upperbound of 95% confidence interval for beta0.59952

Lowerbound of 95% confidence interval for alpha0.98384

Upperbound of 95% confidence interval for alpha0.20301

Treynor index (mean / b)1.39251

Jensen alpha (a)0.59343
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01674

Expected Shortfall on VaR0.02042
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01154

Expected Shortfall on VaR0.01863
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97872

Quartile 10.99204

Median0.99839

Quartile 31.00252

Maximum1.02553

Mean of quarter 10.98689

Mean of quarter 20.99531

Mean of quarter 31.00066

Mean of quarter 41.00953

Inter Quartile Range0.01048

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.02290

Mean of outliers high1.02228
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.15633

VaR(95%) (moments method)0.01399

Expected Shortfall (moments method)0.01460

Extreme Value Index (regression method)0.59572

VaR(95%) (regression method)0.01342

Expected Shortfall (regression method)0.01468
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.03392

Quartile 10.09078

Median0.14765

Quartile 30.20451

Maximum0.26138

Mean of quarter 10.03392

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.26138

Inter Quartile Range0.11373

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 Negative1.00%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?298772000

Max Equity Drawdown (num days)161
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.45379

Compounded annual return (geometric extrapolation)0.40231

Calmar ratio (compounded annual return / max draw down)1.53916

Compounded annual return / average of 25% largest draw downs1.53916

Compounded annual return / Expected Shortfall lognormal19.69780
Strategy Description
Anticipated GAGR  35%. From timetotime i will buy VXX to protect portfolio. Portion of VXX in portfolio will not exceed 10%.
Total amount of stocks in portfolio in any time is 50 and hence the capital allocation among of the stocks in average is 2%.
* I do trade this strategy on my corporate account and can share with you by details upon request.
For first 3 months of 2021 subscribtion is free.
You can follow as well ValueInvestKWM with more broad liquidity.
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.