This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
07/06/2018
Most recent certification approved
7/6/18 9:31 ET
Trades at broker
Interactive Brokers (Stocks / Options)
Scaling percentage used
100%
# trading signals issued by system since certification
190
# trading signals executed in manager's Interactive Brokers (Stocks / Options) account
140
Percent signals followed since 07/06/2018
73.7%
This information was last updated
11/13/18 17:54 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 07/06/2018,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
You may be interested to learn more technical details about
how AGM  Access to Global Markets calculates the hypothetical results you see on this web site.
Albertson Fund
(115195169)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  07/06/2018 
Most recent certification approved  7/6/18 9:31 ET 
Trades at broker  Interactive Brokers (Stocks / Options) 
Scaling percentage used  100% 
# trading signals issued by system since certification  190 
# trading signals executed in manager's Interactive Brokers (Stocks / Options) account  140 
Percent signals followed since 07/06/2018  73.7% 
This information was last updated  11/13/18 17:54 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 07/06/2018, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
You may be interested to learn more technical details about how AGM  Access to Global Markets calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $50.00 per month.
Hedged Equity
Core holding of long equities hedged at all times with short sales of stocks and/or stock index options.Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2016  +1.1%  (1.3%)  +0.6%  +1.1%  +1.5%  
2017  +0.2%  +4.6%  (3.8%)  +0.8%  (4.4%)  +3.6%  (0.6%)  +127.0%  +1.8%  (3.2%)  +22.0%  (10.9%)  +143.3% 
2018  +246.2%  (11%)  +15.9%  (29.7%)  +59.0%  +25.7%  (5.5%)  +1.8%  (0.2%)  (4.3%)    +361.3% 
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  $115,000  
Buy Power  $1,159,956  
Cash  $1  
Equity  $1  
Cumulative $  $1,207,447  
Includes dividends and cashsettled expirations:  ($36,819)  Itemized 
Total System Equity  $1,322,447  
Margined  $1  
Open P/L  ($75,178)  
Data has been delayed by 96 hours for nonsubscribers 
System developer has asked us to delay this information by 96 hours.
Trading Record
Statistics

Strategy began9/7/2016

Suggested Minimum Cap$35,000

Strategy Age (days)797.71

Age27 months ago

What it tradesStocks, Options

# Trades559

# Profitable383

% Profitable68.50%

Avg trade duration27.3 days

Max peaktovalley drawdown47.02%

drawdown periodMarch 21, 2018  April 04, 2018

Annual Return (Compounded)203.3%

Avg win$5,553

Avg loss$5,016
 Model Account Values (Raw)

Cash$1,161,070

Margin Used$0

Buying Power$1,159,956
 Ratios

W:L ratio2.48:1

Sharpe Ratio2.179

Sortino Ratio6.503

Calmar Ratio31.055
 CORRELATION STATISTICS

Correlation to SP5000.12500
 Return Statistics

Ann Return (w trading costs)203.3%

Ann Return (Compnd, No Fees)205.3%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss39.50%

Chance of 20% account loss30.00%

Chance of 30% account loss17.50%

Chance of 40% account loss11.50%

Chance of 50% account loss2.00%
 Popularity

Popularity (Today)578

Popularity (Last 6 weeks)920

C2 Score38.5
 TradesOwnSystem Certification

Trades Own System?184451

TOS percent100%
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$5,016

Avg Win$5,554

# Winners383

# Losers176

% Winners68.5%
 Frequency

Avg Position Time (mins)39379.10

Avg Position Time (hrs)656.32

Avg Trade Length27.3 days

Last Trade Ago14
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean4.39399

SD1.96773

Sharpe ratio (Glass type estimate)2.23302

Sharpe ratio (Hedges UMVUE)2.04070

df9.00000

t2.03846

p0.03597

Lowerbound of 95% confidence interval for Sharpe Ratio0.19204

Upperbound of 95% confidence interval for Sharpe Ratio4.55882

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.30419

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.38559
 Statistics related to Sortino ratio

Sortino ratio17.84820

Upside Potential Ratio19.31760

Upside part of mean4.75575

Downside part of mean0.36175

Upside SD2.24346

Downside SD0.24619

N nonnegative terms7.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.26169

Mean of criterion4.39399

SD of predictor0.13740

SD of criterion1.96773

Covariance0.07554

r0.27940

b (slope, estimate of beta)4.00135

a (intercept, estimate of alpha)3.34689

Mean Square Error4.01592

DF error8.00000

t(b)0.82305

p(b)0.21716

t(a)1.31910

p(a)0.11182

Lowerbound of 95% confidence interval for beta7.20952

Upperbound of 95% confidence interval for beta15.21220

Lowerbound of 95% confidence interval for alpha2.50403

Upperbound of 95% confidence interval for alpha9.19781

Treynor index (mean / b)1.09813

Jensen alpha (a)3.34689
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean2.88999

SD1.34035

Sharpe ratio (Glass type estimate)2.15614

Sharpe ratio (Hedges UMVUE)1.97044

df9.00000

t1.96828

p0.04028

Lowerbound of 95% confidence interval for Sharpe Ratio0.25311

Upperbound of 95% confidence interval for Sharpe Ratio4.46825

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.36159

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.30247
 Statistics related to Sortino ratio

Sortino ratio10.52170

Upside Potential Ratio11.96310

Upside part of mean3.28590

Downside part of mean0.39592

Upside SD1.49581

Downside SD0.27467

N nonnegative terms7.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations10.00000

Mean of predictor0.25001

Mean of criterion2.88999

SD of predictor0.13633

SD of criterion1.34035

Covariance0.04549

r0.24893

b (slope, estimate of beta)2.44754

a (intercept, estimate of alpha)2.27809

Mean Square Error1.89587

DF error8.00000

t(b)0.72698

p(b)0.24398

t(a)1.31888

p(a)0.11185

Lowerbound of 95% confidence interval for beta5.31618

Upperbound of 95% confidence interval for beta10.21130

Lowerbound of 95% confidence interval for alpha1.70505

Upperbound of 95% confidence interval for alpha6.26122

Treynor index (mean / b)1.18077

Jensen alpha (a)2.27809
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.32673

Expected Shortfall on VaR0.42168
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04768

Expected Shortfall on VaR0.10834
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.78677

Quartile 10.98092

Median1.04983

Quartile 31.76889

Maximum2.50161

Mean of quarter 10.90184

Mean of quarter 21.00650

Mean of quarter 31.33756

Mean of quarter 42.09710

Inter Quartile Range0.78797

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)0.10917

VaR(95%) (moments method)0.08065

Expected Shortfall (moments method)0.11276

Extreme Value Index (regression method)1.58364

VaR(95%) (regression method)0.26895

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

Number of observations2.00000

Minimum0.02734

Quartile 10.08199

Median0.13664

Quartile 30.19129

Maximum0.24594

Mean of quarter 10.02734

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.24594

Inter Quartile Range0.10930

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)12.45220

Compounded annual return (geometric extrapolation)17.50230

Calmar ratio (compounded annual return / max draw down)71.16510

Compounded annual return / average of 25% largest draw downs71.16510

Compounded annual return / Expected Shortfall lognormal41.50590

0.00000

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

Mean3.81789

SD1.74652

Sharpe ratio (Glass type estimate)2.18600

Sharpe ratio (Hedges UMVUE)2.17896

df233.00000

t2.06589

p0.01997

Lowerbound of 95% confidence interval for Sharpe Ratio0.10030

Upperbound of 95% confidence interval for Sharpe Ratio4.26708

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.09563

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.26228
 Statistics related to Sortino ratio

Sortino ratio6.50294

Upside Potential Ratio10.87350

Upside part of mean6.38386

Downside part of mean2.56596

Upside SD1.65778

Downside SD0.58710

N nonnegative terms120.00000

N negative terms114.00000
 Statistics related to linear regression on benchmark

N of observations234.00000

Mean of predictor0.22989

Mean of criterion3.81789

SD of predictor0.15350

SD of criterion1.74652

Covariance0.03351

r0.12501

b (slope, estimate of beta)1.42235

a (intercept, estimate of alpha)3.49100

Mean Square Error3.01561

DF error232.00000

t(b)1.91917

p(b)0.02810

t(a)1.89169

p(a)0.02989

Lowerbound of 95% confidence interval for beta0.03785

Upperbound of 95% confidence interval for beta2.88255

Lowerbound of 95% confidence interval for alpha0.14496

Upperbound of 95% confidence interval for alpha7.12679

Treynor index (mean / b)2.68422

Jensen alpha (a)3.49092
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean2.70985

SD1.39598

Sharpe ratio (Glass type estimate)1.94118

Sharpe ratio (Hedges UMVUE)1.93493

df233.00000

t1.83453

p0.03393

Lowerbound of 95% confidence interval for Sharpe Ratio0.14224

Upperbound of 95% confidence interval for Sharpe Ratio4.02054

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14641

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.01627
 Statistics related to Sortino ratio

Sortino ratio3.65396

Upside Potential Ratio7.42909

Upside part of mean5.50955

Downside part of mean2.79970

Upside SD1.19099

Downside SD0.74162

N nonnegative terms120.00000

N negative terms114.00000
 Statistics related to linear regression on benchmark

N of observations234.00000

Mean of predictor0.21800

Mean of criterion2.70985

SD of predictor0.15388

SD of criterion1.39598

Covariance0.03810

r0.17737

b (slope, estimate of beta)1.60907

a (intercept, estimate of alpha)2.35907

Mean Square Error1.89558

DF error232.00000

t(b)2.74514

p(b)0.00326

t(a)1.61311

p(a)0.05404

Lowerbound of 95% confidence interval for beta0.45421

Upperbound of 95% confidence interval for beta2.76393

Lowerbound of 95% confidence interval for alpha0.52228

Upperbound of 95% confidence interval for alpha5.24043

Treynor index (mean / b)1.68411

Jensen alpha (a)2.35907
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.12323

Expected Shortfall on VaR0.15384
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02126

Expected Shortfall on VaR0.04921
 ORDER STATISTICS
 Quartiles of return rates

Number of observations234.00000

Minimum0.53463

Quartile 10.99222

Median1.00034

Quartile 31.01207

Maximum2.33013

Mean of quarter 10.96388

Mean of quarter 20.99745

Mean of quarter 31.00366

Mean of quarter 41.09325

Inter Quartile Range0.01985

Number outliers low15.00000

Percentage of outliers low0.06410

Mean of outliers low0.90440

Number of outliers high28.00000

Percentage of outliers high0.11966

Mean of outliers high1.17129
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.82519

VaR(95%) (moments method)0.03472

Expected Shortfall (moments method)0.20804

Extreme Value Index (regression method)0.78231

VaR(95%) (regression method)0.02436

Expected Shortfall (regression method)0.10733
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations19.00000

Minimum0.00185

Quartile 10.01645

Median0.02830

Quartile 30.10312

Maximum0.46537

Mean of quarter 10.01049

Mean of quarter 20.02343

Mean of quarter 30.05841

Mean of quarter 40.27240

Inter Quartile Range0.08668

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.21053

Mean of outliers high0.31192
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)5.83671

VaR(95%) (moments method)0.24405

Expected Shortfall (moments method)0.24408

Extreme Value Index (regression method)0.00376

VaR(95%) (regression method)0.25438

Expected Shortfall (regression method)0.34080
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)11.79280

Compounded annual return (geometric extrapolation)14.45230

Calmar ratio (compounded annual return / max draw down)31.05550

Compounded annual return / average of 25% largest draw downs53.05440

Compounded annual return / Expected Shortfall lognormal93.94310

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

Mean1.38788

SD1.19006

Sharpe ratio (Glass type estimate)1.16622

Sharpe ratio (Hedges UMVUE)1.15948

df130.00000

t0.82464

p0.46393

Lowerbound of 95% confidence interval for Sharpe Ratio1.61138

Upperbound of 95% confidence interval for Sharpe Ratio3.93948

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.61590

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.93487
 Statistics related to Sortino ratio

Sortino ratio1.87859

Upside Potential Ratio5.57668

Upside part of mean4.11997

Downside part of mean2.73210

Upside SD0.93112

Downside SD0.73879

N nonnegative terms66.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.08680

Mean of criterion1.38788

SD of predictor0.15981

SD of criterion1.19006

Covariance0.05411

r0.28450

b (slope, estimate of beta)2.11857

a (intercept, estimate of alpha)1.57178

Mean Square Error1.31170

DF error129.00000

t(b)3.37059

p(b)0.32136

t(a)0.96986

p(a)0.44590

Lowerbound of 95% confidence interval for beta0.87497

Upperbound of 95% confidence interval for beta3.36216

Lowerbound of 95% confidence interval for alpha1.63465

Upperbound of 95% confidence interval for alpha4.77820

Treynor index (mean / b)0.65510

Jensen alpha (a)1.57178
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.64112

SD1.26068

Sharpe ratio (Glass type estimate)0.50855

Sharpe ratio (Hedges UMVUE)0.50561

df130.00000

t0.35960

p0.48424

Lowerbound of 95% confidence interval for Sharpe Ratio2.26491

Upperbound of 95% confidence interval for Sharpe Ratio3.28008

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.26688

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.27810
 Statistics related to Sortino ratio

Sortino ratio0.67249

Upside Potential Ratio3.93848

Upside part of mean3.75478

Downside part of mean3.11366

Upside SD0.81846

Downside SD0.95336

N nonnegative terms66.00000

N negative terms65.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.09957

Mean of criterion0.64112

SD of predictor0.16064

SD of criterion1.26068

Covariance0.06128

r0.30259

b (slope, estimate of beta)2.37472

a (intercept, estimate of alpha)0.87757

Mean Square Error1.45500

DF error129.00000

t(b)3.60581

p(b)0.31035

t(a)0.51406

p(a)0.47123

Lowerbound of 95% confidence interval for beta1.07170

Upperbound of 95% confidence interval for beta3.67774

Lowerbound of 95% confidence interval for alpha2.50003

Upperbound of 95% confidence interval for alpha4.25517

Treynor index (mean / b)0.26998

Jensen alpha (a)0.87757
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.11809

Expected Shortfall on VaR0.14597
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02279

Expected Shortfall on VaR0.05363
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.53463

Quartile 10.99623

Median1.00012

Quartile 31.00387

Maximum1.36432

Mean of quarter 10.96011

Mean of quarter 20.99871

Mean of quarter 31.00162

Mean of quarter 41.06106

Inter Quartile Range0.00764

Number outliers low16.00000

Percentage of outliers low0.12214

Mean of outliers low0.92643

Number of outliers high18.00000

Percentage of outliers high0.13740

Mean of outliers high1.10643
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.00421

VaR(95%) (moments method)0.02719

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.01833

VaR(95%) (regression method)0.02483

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

Number of observations6.00000

Minimum0.00185

Quartile 10.02976

Median0.14515

Quartile 30.27031

Maximum0.46537

Mean of quarter 10.01505

Mean of quarter 20.03427

Mean of quarter 30.25602

Mean of quarter 40.37022

Inter Quartile Range0.24055

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)0.79452

Compounded annual return (geometric extrapolation)0.95234

Calmar ratio (compounded annual return / max draw down)2.04641

Compounded annual return / average of 25% largest draw downs2.57234

Compounded annual return / Expected Shortfall lognormal6.52395
Strategy Description
This strategy was traded with real money in a brokerage account since 2016. All trades prior to July 2018 were imported by C2 from Etrade. However, there is some discrepancy in performance numbers/chart as Etrade reports 199.9% gain in 2017. Message me if you want to see Etrade performance chart and monthly numbers.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS.
Summary Statistics
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.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
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.