SUPER08H Hedged Stocks
(132165642)
Subscription terms. Subscriptions to this system cost $100.00 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  

2020  +4.2%  +1.9%  +6.1%  
2021  +7.9%  +8.7%  +2.5%  +4.3%  +2.2%  (0.4%)  (0.4%)  +2.4%  (8.3%)  +5.0%  +25.5% 
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  $50,000  
Buy Power  $36,754  
Cash  $33,099  
Equity  $3,654  
Cumulative $  $18,571  
Includes dividends and cashsettled expirations:  $636  Itemized 
Total System Equity  $68,571  
Margined  $0  
Open P/L  $3,644 
Trading Record
Statistics

Strategy began11/9/2020

Suggested Minimum Cap$15,000

Strategy Age (days)350.45

Age12 months ago

What it tradesStocks

# Trades114

# Profitable62

% Profitable54.40%

Avg trade duration24.3 days

Max peaktovalley drawdown9.73%

drawdown periodSept 03, 2021  Oct 04, 2021

Cumul. Return33.2%

Avg win$505.66

Avg loss$259.27
 Model Account Values (Raw)

Cash$33,099

Margin Used$0

Buying Power$36,754
 Ratios

W:L ratio2.42:1

Sharpe Ratio1.68

Sortino Ratio2.57

Calmar Ratio4.636
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)3.73%

Correlation to SP5000.50790

Return Percent SP500 (cumu) during strategy life28.62%
 Return Statistics

Ann Return (w trading costs)34.4%
 Slump

Current Slump as Pcnt Equity5.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.15%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.332%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)38.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss6.50%

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)621

Popularity (Last 6 weeks)920
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score878

Popularity (7 days, Percentile 1000 scale)695
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$259

Avg Win$506

Sum Trade PL (losers)$13,484.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$31,356.000

# Winners62

Num Months Winners9
 Dividends

Dividends Received in Model Acct636
 AUM

AUM (AutoTrader live capital)68255
 Win / Loss

# Losers52

% Winners54.4%
 Frequency

Avg Position Time (mins)35028.70

Avg Position Time (hrs)583.81

Avg Trade Length24.3 days

Last Trade Ago0
 Leverage

Daily leverage (average)0.90

Daily leverage (max)1.20
 Regression

Alpha0.04

Beta0.59

Treynor Index0.14
 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)0.31

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades1.926

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.00

Avg(MAE) / Avg(PL)  Winning trades0.281

Avg(MAE) / Avg(PL)  Losing trades1.379

HoldandHope Ratio0.541
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.28831

SD0.15209

Sharpe ratio (Glass type estimate)1.89569

Sharpe ratio (Hedges UMVUE)1.74924

df10.00000

t1.81499

p0.04979

Lowerbound of 95% confidence interval for Sharpe Ratio0.34968

Upperbound of 95% confidence interval for Sharpe Ratio4.06067

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43671

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.93520
 Statistics related to Sortino ratio

Sortino ratio5.12925

Upside Potential Ratio6.79143

Upside part of mean0.38174

Downside part of mean0.09343

Upside SD0.15746

Downside SD0.05621

N nonnegative terms6.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.20184

Mean of criterion0.28831

SD of predictor0.07680

SD of criterion0.15209

Covariance0.00833

r0.71302

b (slope, estimate of beta)1.41197

a (intercept, estimate of alpha)0.00332

Mean Square Error0.01263

DF error9.00000

t(b)3.05078

p(b)0.00689

t(a)0.02210

p(a)0.49143

Lowerbound of 95% confidence interval for beta0.36499

Upperbound of 95% confidence interval for beta2.45894

Lowerbound of 95% confidence interval for alpha0.33608

Upperbound of 95% confidence interval for alpha0.34271

Treynor index (mean / b)0.20419

Jensen alpha (a)0.00332
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.27423

SD0.14854

Sharpe ratio (Glass type estimate)1.84614

Sharpe ratio (Hedges UMVUE)1.70352

df10.00000

t1.76755

p0.05379

Lowerbound of 95% confidence interval for Sharpe Ratio0.39053

Upperbound of 95% confidence interval for Sharpe Ratio4.00403

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47548

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.88253
 Statistics related to Sortino ratio

Sortino ratio4.78013

Upside Potential Ratio6.43316

Upside part of mean0.36907

Downside part of mean0.09483

Upside SD0.15177

Downside SD0.05737

N nonnegative terms6.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations11.00000

Mean of predictor0.19710

Mean of criterion0.27423

SD of predictor0.07584

SD of criterion0.14854

Covariance0.00813

r0.72141

b (slope, estimate of beta)1.41294

a (intercept, estimate of alpha)0.00425

Mean Square Error0.01176

DF error9.00000

t(b)3.12518

p(b)0.00611

t(a)0.02952

p(a)0.51145

Lowerbound of 95% confidence interval for beta0.39018

Upperbound of 95% confidence interval for beta2.43569

Lowerbound of 95% confidence interval for alpha0.33025

Upperbound of 95% confidence interval for alpha0.32174

Treynor index (mean / b)0.19409

Jensen alpha (a)0.00425
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04656

Expected Shortfall on VaR0.06338
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01685

Expected Shortfall on VaR0.03372
 ORDER STATISTICS
 Quartiles of return rates

Number of observations11.00000

Minimum0.95247

Quartile 10.99337

Median1.03567

Quartile 31.05802

Maximum1.09692

Mean of quarter 10.97685

Mean of quarter 21.01037

Mean of quarter 31.04874

Mean of quarter 41.07692

Inter Quartile Range0.06465

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)0.32215

VaR(95%) (moments method)0.02361

Expected Shortfall (moments method)0.04395

Extreme Value Index (regression method)2.18405

VaR(95%) (regression method)0.05605

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

Number of observations2.00000

Minimum0.01286

Quartile 10.02476

Median0.03666

Quartile 30.04855

Maximum0.06045

Mean of quarter 10.01286

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.06045

Inter Quartile Range0.02379

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)0.34813

Compounded annual return (geometric extrapolation)0.35275

Calmar ratio (compounded annual return / max draw down)5.83531

Compounded annual return / average of 25% largest draw downs5.83531

Compounded annual return / Expected Shortfall lognormal5.56609

0.00000

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

Mean0.31522

SD0.14646

Sharpe ratio (Glass type estimate)2.15232

Sharpe ratio (Hedges UMVUE)2.14581

df248.00000

t2.09824

p0.01845

Lowerbound of 95% confidence interval for Sharpe Ratio0.13084

Upperbound of 95% confidence interval for Sharpe Ratio4.16960

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.12648

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.16513
 Statistics related to Sortino ratio

Sortino ratio3.38104

Upside Potential Ratio11.14250

Upside part of mean1.03883

Downside part of mean0.72362

Upside SD0.11424

Downside SD0.09323

N nonnegative terms138.00000

N negative terms111.00000
 Statistics related to linear regression on benchmark

N of observations249.00000

Mean of predictor0.25172

Mean of criterion0.31522

SD of predictor0.12511

SD of criterion0.14646

Covariance0.00915

r0.49954

b (slope, estimate of beta)0.58476

a (intercept, estimate of alpha)0.16800

Mean Square Error0.01616

DF error247.00000

t(b)9.06254

p(b)0.00000

t(a)1.27856

p(a)0.10113

Lowerbound of 95% confidence interval for beta0.45767

Upperbound of 95% confidence interval for beta0.71185

Lowerbound of 95% confidence interval for alpha0.09081

Upperbound of 95% confidence interval for alpha0.42685

Treynor index (mean / b)0.53905

Jensen alpha (a)0.16802
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.30434

SD0.14625

Sharpe ratio (Glass type estimate)2.08106

Sharpe ratio (Hedges UMVUE)2.07476

df248.00000

t2.02878

p0.02177

Lowerbound of 95% confidence interval for Sharpe Ratio0.06022

Upperbound of 95% confidence interval for Sharpe Ratio4.09782

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.05601

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.09351
 Statistics related to Sortino ratio

Sortino ratio3.23692

Upside Potential Ratio10.97900

Upside part of mean1.03228

Downside part of mean0.72793

Upside SD0.11320

Downside SD0.09402

N nonnegative terms138.00000

N negative terms111.00000
 Statistics related to linear regression on benchmark

N of observations249.00000

Mean of predictor0.24378

Mean of criterion0.30434

SD of predictor0.12516

SD of criterion0.14625

Covariance0.00914

r0.49956

b (slope, estimate of beta)0.58374

a (intercept, estimate of alpha)0.16204

Mean Square Error0.01611

DF error247.00000

t(b)9.06321

p(b)0.00000

t(a)1.23544

p(a)0.10892

Lowerbound of 95% confidence interval for beta0.45688

Upperbound of 95% confidence interval for beta0.71059

Lowerbound of 95% confidence interval for alpha0.09629

Upperbound of 95% confidence interval for alpha0.42037

Treynor index (mean / b)0.52137

Jensen alpha (a)0.16204
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01361

Expected Shortfall on VaR0.01732
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00590

Expected Shortfall on VaR0.01185
 ORDER STATISTICS
 Quartiles of return rates

Number of observations249.00000

Minimum0.96906

Quartile 10.99688

Median1.00175

Quartile 31.00565

Maximum1.03355

Mean of quarter 10.99038

Mean of quarter 20.99913

Mean of quarter 31.00382

Mean of quarter 41.01208

Inter Quartile Range0.00877

Number outliers low6.00000

Percentage of outliers low0.02410

Mean of outliers low0.97687

Number of outliers high9.00000

Percentage of outliers high0.03614

Mean of outliers high1.02502
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.08578

VaR(95%) (moments method)0.00810

Expected Shortfall (moments method)0.01076

Extreme Value Index (regression method)0.02662

VaR(95%) (regression method)0.00883

Expected Shortfall (regression method)0.01253
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations23.00000

Minimum0.00097

Quartile 10.00461

Median0.01365

Quartile 30.03310

Maximum0.08501

Mean of quarter 10.00209

Mean of quarter 20.01051

Mean of quarter 30.02078

Mean of quarter 40.04896

Inter Quartile Range0.02849

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.04348

Mean of outliers high0.08501
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.23091

VaR(95%) (moments method)0.05572

Expected Shortfall (moments method)0.07646

Extreme Value Index (regression method)0.85718

VaR(95%) (regression method)0.05858

Expected Shortfall (regression method)0.24090
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.39069

Compounded annual return (geometric extrapolation)0.39410

Calmar ratio (compounded annual return / max draw down)4.63598

Compounded annual return / average of 25% largest draw downs8.04926

Compounded annual return / Expected Shortfall lognormal22.75720

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

Mean0.00454

SD0.11523

Sharpe ratio (Glass type estimate)0.03942

Sharpe ratio (Hedges UMVUE)0.03919

df130.00000

t0.02787

p0.49878

Lowerbound of 95% confidence interval for Sharpe Ratio2.73239

Upperbound of 95% confidence interval for Sharpe Ratio2.81123

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.73262

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.81100
 Statistics related to Sortino ratio

Sortino ratio0.05017

Upside Potential Ratio7.62745

Upside part of mean0.69060

Downside part of mean0.68606

Upside SD0.07056

Downside SD0.09054

N nonnegative terms69.00000

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

N of observations131.00000

Mean of predictor0.16481

Mean of criterion0.00454

SD of predictor0.11282

SD of criterion0.11523

Covariance0.00728

r0.56031

b (slope, estimate of beta)0.57225

a (intercept, estimate of alpha)0.08977

Mean Square Error0.00918

DF error129.00000

t(b)7.68316

p(b)0.16296

t(a)0.65984

p(a)0.53690

Lowerbound of 95% confidence interval for beta0.42489

Upperbound of 95% confidence interval for beta0.71961

Lowerbound of 95% confidence interval for alpha0.35895

Upperbound of 95% confidence interval for alpha0.17941

Treynor index (mean / b)0.00794

Jensen alpha (a)0.08977
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00208

SD0.11567

Sharpe ratio (Glass type estimate)0.01797

Sharpe ratio (Hedges UMVUE)0.01787

df130.00000

t0.01271

p0.50056

Lowerbound of 95% confidence interval for Sharpe Ratio2.78978

Upperbound of 95% confidence interval for Sharpe Ratio2.75383

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.78968

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.75394
 Statistics related to Sortino ratio

Sortino ratio0.02276

Upside Potential Ratio7.53227

Upside part of mean0.68805

Downside part of mean0.69013

Upside SD0.07023

Downside SD0.09135

N nonnegative terms69.00000

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

N of observations131.00000

Mean of predictor0.15842

Mean of criterion0.00208

SD of predictor0.11293

SD of criterion0.11567

Covariance0.00731

r0.55998

b (slope, estimate of beta)0.57354

a (intercept, estimate of alpha)0.09294

Mean Square Error0.00925

DF error129.00000

t(b)7.67668

p(b)0.16313

t(a)0.68058

p(a)0.53806

VAR (95 Confidence Intrvl)0.01400

Lowerbound of 95% confidence interval for beta0.42572

Upperbound of 95% confidence interval for beta0.72136

Lowerbound of 95% confidence interval for alpha0.36313

Upperbound of 95% confidence interval for alpha0.17725

Treynor index (mean / b)0.00362

Jensen alpha (a)0.09294
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01169

Expected Shortfall on VaR0.01464
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00580

Expected Shortfall on VaR0.01168
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96906

Quartile 10.99721

Median1.00100

Quartile 31.00471

Maximum1.01582

Mean of quarter 10.99093

Mean of quarter 20.99897

Mean of quarter 31.00296

Mean of quarter 41.00771

Inter Quartile Range0.00750

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.97953

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)0.19377

VaR(95%) (moments method)0.00818

Expected Shortfall (moments method)0.01294

Extreme Value Index (regression method)0.28578

VaR(95%) (regression method)0.00830

Expected Shortfall (regression method)0.01411
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00097

Quartile 10.00674

Median0.02671

Quartile 30.04230

Maximum0.08501

Mean of quarter 10.00271

Mean of quarter 20.01365

Mean of quarter 30.03978

Mean of quarter 40.06408

Inter Quartile Range0.03556

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?347234000

Max Equity Drawdown (num days)31
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.02600

Compounded annual return (geometric extrapolation)0.02616

Calmar ratio (compounded annual return / max draw down)0.30778

Compounded annual return / average of 25% largest draw downs0.40834

Compounded annual return / Expected Shortfall lognormal1.78768
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.