Data Miner AI 2b
(132385285)
Subscription terms. Subscriptions to this system cost $125.00 per month.
C2Star
C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.
You can read more about C2Star certification requirements here.
Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.
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  +1.3%  +8.4%  +9.8%  
2021  +6.0%  (0.8%)  +2.7%  +3.3%  +6.7%  +3.8%  (2.9%)  +2.7%  (4.9%)  +1.0%  +18.3% 
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  $60,000  
Buy Power  $50,093  
Cash  $1  
Equity  $1  
Cumulative $  $21,751  
Includes dividends and cashsettled expirations:  $181  Itemized 
Total System Equity  $81,751  
Margined  $1  
Open P/L  ($1,637)  
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 began11/21/2020

Suggested Minimum Cap$15,000

Strategy Age (days)329.98

Age11 months ago

What it tradesStocks

# Trades795

# Profitable606

% Profitable76.20%

Avg trade duration11.2 days

Max peaktovalley drawdown16.2%

drawdown periodSept 02, 2021  Sept 20, 2021

Cumul. Return29.9%

Avg win$107.71

Avg loss$231.22
 Model Account Values (Raw)

Cash$51,180

Margin Used$0

Buying Power$50,093
 Ratios

W:L ratio1.50:1

Sharpe Ratio1.3

Sortino Ratio1.95

Calmar Ratio4.132
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)4.19%

Correlation to SP5000.39810

Return Percent SP500 (cumu) during strategy life25.69%
 Return Statistics

Ann Return (w trading costs)33.2%
 Slump

Current Slump as Pcnt Equity7.90%
 Instruments

Percent Trades Futuresn/a
 Slump

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

Return Pcnt Since TOS Status35.950%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.299%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)40.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss34.50%

Chance of 20% account loss8.50%

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 Automated99.95%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)716
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score760

Popularity (7 days, Percentile 1000 scale)421
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$231

Avg Win$108

Sum Trade PL (losers)$43,700.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$65,270.000

# Winners606

Num Months Winners9
 Dividends

Dividends Received in Model Acct181
 AUM

AUM (AutoTrader live capital)19918
 Win / Loss

# Losers189

% Winners76.2%
 Frequency

Avg Position Time (mins)16108.50

Avg Position Time (hrs)268.48

Avg Trade Length11.2 days

Last Trade Ago2
 Leverage

Daily leverage (average)0.67

Daily leverage (max)1.11
 Regression

Alpha0.04

Beta0.61

Treynor Index0.13
 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)0.36

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades6.428

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 trades0.687

Avg(MAE) / Avg(PL)  Losing trades1.229

HoldandHope Ratio0.160
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.39301

SD0.14994

Sharpe ratio (Glass type estimate)2.62109

Sharpe ratio (Hedges UMVUE)2.39535

df9.00000

t2.39272

p0.02019

Lowerbound of 95% confidence interval for Sharpe Ratio0.11052

Upperbound of 95% confidence interval for Sharpe Ratio5.02282

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02007

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.81077
 Statistics related to Sortino ratio

Sortino ratio7.73009

Upside Potential Ratio8.92722

Upside part of mean0.45387

Downside part of mean0.06086

Upside SD0.17470

Downside SD0.05084

N nonnegative terms8.00000

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

N of observations10.00000

Mean of predictor0.23740

Mean of criterion0.39301

SD of predictor0.07516

SD of criterion0.14994

Covariance0.00270

r0.23969

b (slope, estimate of beta)0.47818

a (intercept, estimate of alpha)0.27949

Mean Square Error0.02384

DF error8.00000

t(b)0.69829

p(b)0.25239

t(a)1.19137

p(a)0.13383

Lowerbound of 95% confidence interval for beta1.10094

Upperbound of 95% confidence interval for beta2.05731

Lowerbound of 95% confidence interval for alpha0.26149

Upperbound of 95% confidence interval for alpha0.82047

Treynor index (mean / b)0.82188

Jensen alpha (a)0.27949
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.37632

SD0.14564

Sharpe ratio (Glass type estimate)2.58389

Sharpe ratio (Hedges UMVUE)2.36135

df9.00000

t2.35876

p0.02134

Lowerbound of 95% confidence interval for Sharpe Ratio0.08187

Upperbound of 95% confidence interval for Sharpe Ratio4.97783

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.04691

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.76962
 Statistics related to Sortino ratio

Sortino ratio7.24816

Upside Potential Ratio8.44328

Upside part of mean0.43837

Downside part of mean0.06205

Upside SD0.16792

Downside SD0.05192

N nonnegative terms8.00000

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

N of observations10.00000

Mean of predictor0.23209

Mean of criterion0.37632

SD of predictor0.07383

SD of criterion0.14564

Covariance0.00252

r0.23450

b (slope, estimate of beta)0.46259

a (intercept, estimate of alpha)0.26895

Mean Square Error0.02255

DF error8.00000

t(b)0.68228

p(b)0.25716

t(a)1.18147

p(a)0.13567

Lowerbound of 95% confidence interval for beta1.10089

Upperbound of 95% confidence interval for beta2.02606

Lowerbound of 95% confidence interval for alpha0.25599

Upperbound of 95% confidence interval for alpha0.79390

Treynor index (mean / b)0.81350

Jensen alpha (a)0.26895
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03709

Expected Shortfall on VaR0.05374
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00547

Expected Shortfall on VaR0.01470
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.95614

Quartile 11.00939

Median1.03650

Quartile 31.06408

Maximum1.10457

Mean of quarter 10.98679

Mean of quarter 21.02048

Mean of quarter 31.05126

Mean of quarter 41.08232

Inter Quartile Range0.05469

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.27272

VaR(95%) (regression method)0.05555

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

Number of observations2.00000

Minimum0.00220

Quartile 10.01262

Median0.02303

Quartile 30.03345

Maximum0.04386

Mean of quarter 10.00220

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.04386

Inter Quartile Range0.02083

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)0.48064

Compounded annual return (geometric extrapolation)0.49814

Calmar ratio (compounded annual return / max draw down)11.35700

Compounded annual return / average of 25% largest draw downs11.35700

Compounded annual return / Expected Shortfall lognormal9.26896

0.00000

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

Mean0.34105

SD0.18849

Sharpe ratio (Glass type estimate)1.80938

Sharpe ratio (Hedges UMVUE)1.80350

df231.00000

t1.70264

p0.04499

Lowerbound of 95% confidence interval for Sharpe Ratio0.28189

Upperbound of 95% confidence interval for Sharpe Ratio3.89682

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.28582

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.89281
 Statistics related to Sortino ratio

Sortino ratio2.74517

Upside Potential Ratio10.48810

Upside part of mean1.30300

Downside part of mean0.96195

Upside SD0.14278

Downside SD0.12424

N nonnegative terms135.00000

N negative terms97.00000
 Statistics related to linear regression on benchmark

N of observations232.00000

Mean of predictor0.23196

Mean of criterion0.34105

SD of predictor0.12594

SD of criterion0.18849

Covariance0.00933

r0.39302

b (slope, estimate of beta)0.58820

a (intercept, estimate of alpha)0.20500

Mean Square Error0.03017

DF error230.00000

t(b)6.48201

p(b)0.00000

t(a)1.10134

p(a)0.13595

Lowerbound of 95% confidence interval for beta0.40941

Upperbound of 95% confidence interval for beta0.76699

Lowerbound of 95% confidence interval for alpha0.16145

Upperbound of 95% confidence interval for alpha0.57067

Treynor index (mean / b)0.57982

Jensen alpha (a)0.20461
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32314

SD0.18836

Sharpe ratio (Glass type estimate)1.71551

Sharpe ratio (Hedges UMVUE)1.70993

df231.00000

t1.61431

p0.05391

Lowerbound of 95% confidence interval for Sharpe Ratio0.37497

Upperbound of 95% confidence interval for Sharpe Ratio3.80237

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.37873

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.79859
 Statistics related to Sortino ratio

Sortino ratio2.57206

Upside Potential Ratio10.29040

Upside part of mean1.29282

Downside part of mean0.96968

Upside SD0.14122

Downside SD0.12563

N nonnegative terms135.00000

N negative terms97.00000
 Statistics related to linear regression on benchmark

N of observations232.00000

Mean of predictor0.22393

Mean of criterion0.32314

SD of predictor0.12600

SD of criterion0.18836

Covariance0.00933

r0.39321

b (slope, estimate of beta)0.58784

a (intercept, estimate of alpha)0.19150

Mean Square Error0.03013

DF error230.00000

t(b)6.48566

p(b)0.00000

t(a)1.03201

p(a)0.15158

Lowerbound of 95% confidence interval for beta0.40925

Upperbound of 95% confidence interval for beta0.76642

Lowerbound of 95% confidence interval for alpha0.17411

Upperbound of 95% confidence interval for alpha0.55712

Treynor index (mean / b)0.54971

Jensen alpha (a)0.19150
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01775

Expected Shortfall on VaR0.02250
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00752

Expected Shortfall on VaR0.01526
 ORDER STATISTICS
 Quartiles of return rates

Number of observations232.00000

Minimum0.95999

Quartile 10.99542

Median1.00172

Quartile 31.00728

Maximum1.04053

Mean of quarter 10.98692

Mean of quarter 20.99882

Mean of quarter 31.00455

Mean of quarter 41.01534

Inter Quartile Range0.01186

Number outliers low6.00000

Percentage of outliers low0.02586

Mean of outliers low0.96947

Number of outliers high5.00000

Percentage of outliers high0.02155

Mean of outliers high1.03408
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.20296

VaR(95%) (moments method)0.01154

Expected Shortfall (moments method)0.01461

Extreme Value Index (regression method)0.01554

VaR(95%) (regression method)0.01132

Expected Shortfall (regression method)0.01561
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations23.00000

Minimum0.00003

Quartile 10.00252

Median0.00636

Quartile 30.02062

Maximum0.10177

Mean of quarter 10.00102

Mean of quarter 20.00470

Mean of quarter 30.00957

Mean of quarter 40.05856

Inter Quartile Range0.01809

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 high0.08416
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.53699

VaR(95%) (moments method)0.05968

Expected Shortfall (moments method)0.06946

Extreme Value Index (regression method)0.21223

VaR(95%) (regression method)0.07157

Expected Shortfall (regression method)0.09116
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.41173

Compounded annual return (geometric extrapolation)0.42055

Calmar ratio (compounded annual return / max draw down)4.13219

Compounded annual return / average of 25% largest draw downs7.18136

Compounded annual return / Expected Shortfall lognormal18.68770

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

Mean0.22339

SD0.21477

Sharpe ratio (Glass type estimate)1.04010

Sharpe ratio (Hedges UMVUE)1.03409

df130.00000

t0.73546

p0.46781

Lowerbound of 95% confidence interval for Sharpe Ratio1.73652

Upperbound of 95% confidence interval for Sharpe Ratio3.81286

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.74057

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.80874
 Statistics related to Sortino ratio

Sortino ratio1.52543

Upside Potential Ratio9.92295

Upside part of mean1.45312

Downside part of mean1.22974

Upside SD0.15659

Downside SD0.14644

N nonnegative terms75.00000

N negative terms56.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11807

Mean of criterion0.22339

SD of predictor0.11509

SD of criterion0.21477

Covariance0.01020

r0.41263

b (slope, estimate of beta)0.77002

a (intercept, estimate of alpha)0.13247

Mean Square Error0.03857

DF error129.00000

t(b)5.14498

p(b)0.24497

t(a)0.47600

p(a)0.47335

Lowerbound of 95% confidence interval for beta0.47391

Upperbound of 95% confidence interval for beta1.06614

Lowerbound of 95% confidence interval for alpha0.41816

Upperbound of 95% confidence interval for alpha0.68310

Treynor index (mean / b)0.29010

Jensen alpha (a)0.13247
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.20040

SD0.21476

Sharpe ratio (Glass type estimate)0.93312

Sharpe ratio (Hedges UMVUE)0.92773

df130.00000

t0.65982

p0.47111

Lowerbound of 95% confidence interval for Sharpe Ratio1.84270

Upperbound of 95% confidence interval for Sharpe Ratio3.70556

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.84637

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.70183
 Statistics related to Sortino ratio

Sortino ratio1.35237

Upside Potential Ratio9.72384

Upside part of mean1.44089

Downside part of mean1.24050

Upside SD0.15481

Downside SD0.14818

N nonnegative terms75.00000

N negative terms56.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11145

Mean of criterion0.20040

SD of predictor0.11519

SD of criterion0.21476

Covariance0.01020

r0.41240

b (slope, estimate of beta)0.76890

a (intercept, estimate of alpha)0.11470

Mean Square Error0.03857

DF error129.00000

t(b)5.14159

p(b)0.24510

t(a)0.41222

p(a)0.47691

VAR (95 Confidence Intrvl)0.01800

Lowerbound of 95% confidence interval for beta0.47302

Upperbound of 95% confidence interval for beta1.06478

Lowerbound of 95% confidence interval for alpha0.43583

Upperbound of 95% confidence interval for alpha0.66524

Treynor index (mean / b)0.26062

Jensen alpha (a)0.11470
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02084

Expected Shortfall on VaR0.02624
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00986

Expected Shortfall on VaR0.01910
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.95999

Quartile 10.99217

Median1.00165

Quartile 31.00931

Maximum1.04053

Mean of quarter 10.98428

Mean of quarter 20.99747

Mean of quarter 31.00522

Mean of quarter 41.01699

Inter Quartile Range0.01715

Number outliers low2.00000

Percentage of outliers low0.01527

Mean of outliers low0.96196

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.03809
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.09561

VaR(95%) (moments method)0.01623

Expected Shortfall (moments method)0.02229

Extreme Value Index (regression method)0.07228

VaR(95%) (regression method)0.01460

Expected Shortfall (regression method)0.01918
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00087

Quartile 10.00552

Median0.01658

Quartile 30.03321

Maximum0.10177

Mean of quarter 10.00343

Mean of quarter 20.00791

Mean of quarter 30.02544

Mean of quarter 40.07472

Inter Quartile Range0.02770

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.20000

Mean of outliers high0.09427
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)72.60390

VaR(95%) (moments method)0.07064

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)2.77011

VaR(95%) (regression method)0.14815

Last 4 Months  Pcnt Negative0.50%

Expected Shortfall (regression method)0.14891

Strat Max DD how much worse than SP500 max DD during strat life?315292000

Max Equity Drawdown (num days)18
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.24184

Compounded annual return (geometric extrapolation)0.25647

Calmar ratio (compounded annual return / max draw down)2.51995

Compounded annual return / average of 25% largest draw downs3.43238

Compounded annual return / Expected Shortfall lognormal9.77372
Strategy Description
The minimum price for any stock to be considered for purchasing is $5 per share. the 13 week moving volume average needs to be at least 80,000 shares per day. The portfolio size should be a maximum of 45 securities holding no security longer than 80 days.
The intent of this is to have buy low and sell high strategy that does not require margin. There is no short selling. Since positions will get closed the moment they meet gain requirements and stocks may take a while to hit them the current positions are often neutral or negative but the overall results are positive due to previous sales.
Normally, all orders put in once a day before market open with either limit orders or market orders in the event a position is being closed regardless of the price.
This is all done through automation which means, it is possible that unforeseen events can happen that prevent the daily run to either finish in time or to be run for that day at all (though it unlikely). Fortunately all the positions selected are based on positive forecasts 120 days out. So, ideally in this unlikely event the positions can remain open with no ill effect on average.
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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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.