Algebra Global Fund
(130832532)
Subscription terms. Subscriptions to this system cost $199.00 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.
Nonhedged Equity
Predominantly long equities, although some hedging with short sales of stocks and/or stock index options. Commonly known as "stockpickers."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  (0.8%)  +12.3%  +4.1%  +39.2%  +3.3%  +66.9%  
2021  +3.5%  +2.6%  (0.5%)  +1.3%  +5.2%  (2.6%)  +9.7% 
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  $41,180  
Cash  $1  
Equity  $1  
Cumulative $  $45,373  
Includes dividends and cashsettled expirations:  $366  Itemized 
Total System Equity  $95,373  
Margined  $1  
Open P/L  ($107)  
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 began8/28/2020

Suggested Minimum Cap$90,000

Strategy Age (days)288.33

Age10 months ago

What it tradesStocks, Futures

# Trades250

# Profitable187

% Profitable74.80%

Avg trade duration6.6 days

Max peaktovalley drawdown24.79%

drawdown periodOct 25, 2020  Oct 29, 2020

Cumul. Return83.9%

Avg win$439.23

Avg loss$589.37
 Model Account Values (Raw)

Cash$44,905

Margin Used$2,608

Buying Power$41,180
 Ratios

W:L ratio2.23:1

Sharpe Ratio2.1

Sortino Ratio3.37

Calmar Ratio5.76
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)62.84%

Correlation to SP5000.18470

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

Ann Return (w trading costs)114.4%
 Slump

Current Slump as Pcnt Equity8.30%
 Instruments

Percent Trades Futures0.26%
 Slump

Current Slump, time of slump as pcnt of strategy life0.08%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.839%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks0.72%

Percent Trades Forex0.02%
 Return Statistics

Ann Return (Compnd, No Fees)125.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss21.50%

Chance of 20% account loss1.00%

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)585

Popularity (Last 6 weeks)914
 Trading Style

Any stock shorts? 0/11
 Popularity

C2 Score934

Popularity (7 days, Percentile 1000 scale)719
 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$439

Sum Trade PL (losers)$37,130.000
 Age

Num Months filled monthly returns table11
 Win / Loss

Sum Trade PL (winners)$82,136.000

# Winners187

Num Months Winners8
 Dividends

Dividends Received in Model Acct366
 Win / Loss

# Losers63

% Winners74.8%
 Frequency

Avg Position Time (mins)9521.05

Avg Position Time (hrs)158.68

Avg Trade Length6.6 days

Last Trade Ago2
 Leverage

Daily leverage (average)1.23

Daily leverage (max)5.00
 Regression

Alpha0.20

Beta0.37

Treynor Index0.60
 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)0.01

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades2.231

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 trades0.617

Avg(MAE) / Avg(PL)  Losing trades1.430

HoldandHope Ratio0.459
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.95163

SD0.46096

Sharpe ratio (Glass type estimate)2.06445

Sharpe ratio (Hedges UMVUE)1.86359

df8.00000

t1.78787

p0.05580

Lowerbound of 95% confidence interval for Sharpe Ratio0.46041

Upperbound of 95% confidence interval for Sharpe Ratio4.48371

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.57686

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.30403
 Statistics related to Sortino ratio

Sortino ratio134.99400

Upside Potential Ratio136.14800

Upside part of mean0.95977

Downside part of mean0.00814

Upside SD0.51409

Downside SD0.00705

N nonnegative terms8.00000

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

N of observations9.00000

Mean of predictor0.22053

Mean of criterion0.95163

SD of predictor0.13838

SD of criterion0.46096

Covariance0.03227

r0.50595

b (slope, estimate of beta)1.68533

a (intercept, estimate of alpha)0.57995

Mean Square Error0.18067

DF error7.00000

t(b)1.55192

p(b)0.08231

t(a)1.06194

p(a)0.16176

Lowerbound of 95% confidence interval for beta0.88258

Upperbound of 95% confidence interval for beta4.25325

Lowerbound of 95% confidence interval for alpha0.71144

Upperbound of 95% confidence interval for alpha1.87135

Treynor index (mean / b)0.56465

Jensen alpha (a)0.57995
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.84395

SD0.38206

Sharpe ratio (Glass type estimate)2.20895

Sharpe ratio (Hedges UMVUE)1.99403

df8.00000

t1.91301

p0.04605

Lowerbound of 95% confidence interval for Sharpe Ratio0.34712

Upperbound of 95% confidence interval for Sharpe Ratio4.65471

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47104

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.45910
 Statistics related to Sortino ratio

Sortino ratio119.63100

Upside Potential Ratio120.78600

Upside part of mean0.85209

Downside part of mean0.00815

Upside SD0.43480

Downside SD0.00705

N nonnegative terms8.00000

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

N of observations9.00000

Mean of predictor0.20987

Mean of criterion0.84395

SD of predictor0.13548

SD of criterion0.38206

Covariance0.02364

r0.45669

b (slope, estimate of beta)1.28791

a (intercept, estimate of alpha)0.57365

Mean Square Error0.13203

DF error7.00000

t(b)1.35820

p(b)0.10827

t(a)1.23534

p(a)0.12828

Lowerbound of 95% confidence interval for beta0.95435

Upperbound of 95% confidence interval for beta3.53017

Lowerbound of 95% confidence interval for alpha0.52441

Upperbound of 95% confidence interval for alpha1.67172

Treynor index (mean / b)0.65528

Jensen alpha (a)0.57365
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.10514

Expected Shortfall on VaR0.14474
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00036

Expected Shortfall on VaR0.00133
 ORDER STATISTICS
 Quartiles of return rates

Number of observations9.00000

Minimum0.99622

Quartile 11.02854

Median1.03207

Quartile 31.04495

Maximum1.42418

Mean of quarter 11.01430

Mean of quarter 21.03157

Mean of quarter 31.04055

Mean of quarter 41.27378

Inter Quartile Range0.01641

Number outliers low1.00000

Percentage of outliers low0.11111

Mean of outliers low0.99622

Number of outliers high2.00000

Percentage of outliers high0.22222

Mean of outliers high1.27378
 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

Minimum0.00378

Quartile 10.00378

Median0.00378

Quartile 30.00378

Maximum0.00378

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)1.23068

Compounded annual return (geometric extrapolation)1.39134

Calmar ratio (compounded annual return / max draw down)368.40100

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

Compounded annual return / Expected Shortfall lognormal9.61291

0.00000

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

Mean0.86015

SD0.32636

Sharpe ratio (Glass type estimate)2.63558

Sharpe ratio (Hedges UMVUE)2.62578

df202.00000

t2.31992

p0.01067

Lowerbound of 95% confidence interval for Sharpe Ratio0.39102

Upperbound of 95% confidence interval for Sharpe Ratio4.87379

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.38447

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.86710
 Statistics related to Sortino ratio

Sortino ratio4.37884

Upside Potential Ratio9.73680

Upside part of mean1.91263

Downside part of mean1.05248

Upside SD0.26500

Downside SD0.19643

N nonnegative terms109.00000

N negative terms94.00000
 Statistics related to linear regression on benchmark

N of observations203.00000

Mean of predictor0.23219

Mean of criterion0.86015

SD of predictor0.16216

SD of criterion0.32636

Covariance0.01056

r0.19958

b (slope, estimate of beta)0.40167

a (intercept, estimate of alpha)0.76700

Mean Square Error0.10278

DF error201.00000

t(b)2.88759

p(b)0.37379

t(a)2.09738

p(a)0.40717

Lowerbound of 95% confidence interval for beta0.12738

Upperbound of 95% confidence interval for beta0.67596

Lowerbound of 95% confidence interval for alpha0.04590

Upperbound of 95% confidence interval for alpha1.48787

Treynor index (mean / b)2.14143

Jensen alpha (a)0.76689
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.80565

SD0.32717

Sharpe ratio (Glass type estimate)2.46245

Sharpe ratio (Hedges UMVUE)2.45330

df202.00000

t2.16753

p0.01568

Lowerbound of 95% confidence interval for Sharpe Ratio0.21992

Upperbound of 95% confidence interval for Sharpe Ratio4.69903

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.21384

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.69275
 Statistics related to Sortino ratio

Sortino ratio3.89303

Upside Potential Ratio9.07816

Upside part of mean1.87869

Downside part of mean1.07304

Upside SD0.25723

Downside SD0.20695

N nonnegative terms109.00000

N negative terms94.00000
 Statistics related to linear regression on benchmark

N of observations203.00000

Mean of predictor0.21895

Mean of criterion0.80565

SD of predictor0.16254

SD of criterion0.32717

Covariance0.01102

r0.20720

b (slope, estimate of beta)0.41707

a (intercept, estimate of alpha)0.71433

Mean Square Error0.10296

DF error201.00000

t(b)3.00273

p(b)0.36904

t(a)1.95282

p(a)0.41340

Lowerbound of 95% confidence interval for beta0.14319

Upperbound of 95% confidence interval for beta0.69096

Lowerbound of 95% confidence interval for alpha0.00696

Upperbound of 95% confidence interval for alpha1.43561

Treynor index (mean / b)1.93167

Jensen alpha (a)0.71433
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02972

Expected Shortfall on VaR0.03785
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00851

Expected Shortfall on VaR0.01917
 ORDER STATISTICS
 Quartiles of return rates

Number of observations203.00000

Minimum0.86250

Quartile 10.99557

Median1.00090

Quartile 31.00878

Maximum1.09867

Mean of quarter 10.98594

Mean of quarter 20.99832

Mean of quarter 31.00443

Mean of quarter 41.02489

Inter Quartile Range0.01321

Number outliers low5.00000

Percentage of outliers low0.02463

Mean of outliers low0.94327

Number of outliers high11.00000

Percentage of outliers high0.05419

Mean of outliers high1.05884
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.54262

VaR(95%) (moments method)0.01393

Expected Shortfall (moments method)0.03333

Extreme Value Index (regression method)0.60565

VaR(95%) (regression method)0.01277

Expected Shortfall (regression method)0.03327
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations23.00000

Minimum0.00007

Quartile 10.00221

Median0.00832

Quartile 30.02582

Maximum0.22596

Mean of quarter 10.00090

Mean of quarter 20.00530

Mean of quarter 30.01825

Mean of quarter 40.08450

Inter Quartile Range0.02361

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.13043

Mean of outliers high0.12222
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.57074

VaR(95%) (moments method)0.07375

Expected Shortfall (moments method)0.08661

Extreme Value Index (regression method)0.39967

VaR(95%) (regression method)0.09876

Expected Shortfall (regression method)0.19913
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.17138

Compounded annual return (geometric extrapolation)1.30148

Calmar ratio (compounded annual return / max draw down)5.75978

Compounded annual return / average of 25% largest draw downs15.40240

Compounded annual return / Expected Shortfall lognormal34.38070

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

Mean0.19356

SD0.14100

Sharpe ratio (Glass type estimate)1.37268

Sharpe ratio (Hedges UMVUE)1.36475

df130.00000

t0.97063

p0.45759

Lowerbound of 95% confidence interval for Sharpe Ratio1.40668

Upperbound of 95% confidence interval for Sharpe Ratio4.14697

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.41202

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.14152
 Statistics related to Sortino ratio

Sortino ratio2.29574

Upside Potential Ratio11.60640

Upside part of mean0.97854

Downside part of mean0.78499

Upside SD0.11298

Downside SD0.08431

N nonnegative terms63.00000

N negative terms68.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.25603

Mean of criterion0.19356

SD of predictor0.13494

SD of criterion0.14100

Covariance0.00098

r0.05134

b (slope, estimate of beta)0.05365

a (intercept, estimate of alpha)0.20729

Mean Square Error0.01998

DF error129.00000

t(b)0.58391

p(b)0.53267

t(a)1.02977

p(a)0.44259

Lowerbound of 95% confidence interval for beta0.23544

Upperbound of 95% confidence interval for beta0.12814

Lowerbound of 95% confidence interval for alpha0.19098

Upperbound of 95% confidence interval for alpha0.60556

Treynor index (mean / b)3.60773

Jensen alpha (a)0.20729
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.18364

SD0.14061

Sharpe ratio (Glass type estimate)1.30603

Sharpe ratio (Hedges UMVUE)1.29848

df130.00000

t0.92350

p0.45963

Lowerbound of 95% confidence interval for Sharpe Ratio1.47274

Upperbound of 95% confidence interval for Sharpe Ratio4.07996

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.47782

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.07478
 Statistics related to Sortino ratio

Sortino ratio2.16605

Upside Potential Ratio11.46630

Upside part of mean0.97212

Downside part of mean0.78848

Upside SD0.11208

Downside SD0.08478

N nonnegative terms63.00000

N negative terms68.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.24684

Mean of criterion0.18364

SD of predictor0.13501

SD of criterion0.14061

Covariance0.00099

r0.05189

b (slope, estimate of beta)0.05404

a (intercept, estimate of alpha)0.19698

Mean Square Error0.01987

DF error129.00000

t(b)0.59015

p(b)0.53302

t(a)0.98181

p(a)0.44524

VAR (95 Confidence Intrvl)0.03000

Lowerbound of 95% confidence interval for beta0.23522

Upperbound of 95% confidence interval for beta0.12714

Lowerbound of 95% confidence interval for alpha0.19997

Upperbound of 95% confidence interval for alpha0.59393

Treynor index (mean / b)3.39811

Jensen alpha (a)0.19698
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01350

Expected Shortfall on VaR0.01707
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00714

Expected Shortfall on VaR0.01256
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98358

Quartile 10.99488

Median0.99968

Quartile 31.00510

Maximum1.02315

Mean of quarter 10.99075

Mean of quarter 20.99758

Mean of quarter 31.00251

Mean of quarter 41.01259

Inter Quartile Range0.01022

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 high1.02178
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.02882

VaR(95%) (moments method)0.00957

Expected Shortfall (moments method)0.01215

Extreme Value Index (regression method)0.36432

VaR(95%) (regression method)0.00982

Expected Shortfall (regression method)0.01134
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations12.00000

Minimum0.00039

Quartile 10.00346

Median0.00787

Quartile 30.03361

Maximum0.06450

Mean of quarter 10.00156

Mean of quarter 20.00593

Mean of quarter 30.01920

Mean of quarter 40.05920

Inter Quartile Range0.03015

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)12.73940

VaR(95%) (moments method)0.06232

Expected Shortfall (moments method)0.06232

Extreme Value Index (regression method)1.91804

VaR(95%) (regression method)0.06928

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.06989

Strat Max DD how much worse than SP500 max DD during strat life?306452000

Max Equity Drawdown (num days)4
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.22314

Compounded annual return (geometric extrapolation)0.23559

Calmar ratio (compounded annual return / max draw down)3.65271

Compounded annual return / average of 25% largest draw downs3.97957

Compounded annual return / Expected Shortfall lognormal13.80520
Strategy Description
*Indices, currencies, stocks, futures  country & instrument (with min correlation) diversification;
*Significant volatility but mathematically optimal combination of risk and reward;
*Working timeframes  day, week;
*No Martingale, miracles, and crazy trades;
*This strategy is not a "magic system" that make 200% in a month and then disappear. This is a professional and painstaking hedge fund job. Longterm copy only. Better from 6 month;
*CONTINUOUSLY FOLLOWING THE STRATEGY MULTIPLIES THE CHANCES OF SUCCESS!
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.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
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.