Keep It Super Simple FX
(108662570)
Subscription terms. Subscriptions to this system cost $150.00 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 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  

2017  (1.8%)  (12.1%)  +1.1%  (26.5%)  +13.4%  (29.1%)  (7.9%)  +58.8%  (80.5%)  +14.7%  +12.2%  (110.3%)  (102%) 
2018  (891.6%)  (88.3%)  (3.1%)  (56.7%)  (415.2%)  (17.8%)  (21.8%)  +122.4%  (74.4%)  +225.3%  (7.5%)  +80.8%  (1278.8%) 
2019  (26.9%)  (82.3%)  +251.9%  +33.8%  (44.3%)    +62.7%  (18.4%)  (40.3%)  (5.4%)  (37%)  (33.2%)  
2020  +18.8%  +55.6%  +51.7%  (2.2%)  +8.1%  (1.1%)  (21.9%)  (47.3%)  +90.3%  +4.7%  (31.9%)  (6.8%)  +52.8% 
2021  (42.5%)  (104.9%)  (1466.2%)  (37.2%)  (176.5%)  (27.4%)  (27.5%)  (34.6%)  (77.8%)  (1294.6%)  (182.1%) 
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  $10,000  
Buy Power  $1,910  
Cash  $7,441  
Equity  ($4,293)  
Cumulative $  ($9,714)  
Total System Equity  $285  
Margined  $1,237  
Open P/L  ($7,155) 
Trading Record
Statistics

Strategy began1/16/2017

Suggested Minimum Cap$10,000

Strategy Age (days)1733.04

Age58 months ago

What it tradesForex

# Trades9

# Profitable3

% Profitable33.30%

Avg trade duration211.8 days

Max peaktovalley drawdown100%

drawdown periodMarch 01, 2021  Oct 15, 2021

Annual Return (Compounded)0.0%

Avg win$196.67

Avg loss$1,240
 Model Account Values (Raw)

Cash$7,441

Margin Used$1,237

Buying Power$1,910
 Ratios

W:L ratio0.08:1

Sharpe Ratio0.11

Sortino Ratio0.25

Calmar Ratio0.934
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)214.45%

Correlation to SP5000.10840

Return Percent SP500 (cumu) during strategy life96.57%
 Return Statistics

Ann Return (w trading costs)n/a
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.99%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)n/a
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)52.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss100.00%

Chance of 30% account loss100.00%

Chance of 40% account loss100.00%

Chance of 60% account loss (Monte Carlo)100.00%

Chance of 70% account loss (Monte Carlo)100.00%

Chance of 80% account loss (Monte Carlo)100.00%

Chance of 90% account loss (Monte Carlo)100.00%

Chance of 100% account loss (Monte Carlo)100.00%
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss100.00%
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,718

Avg Win$197

Sum Trade PL (losers)$10,306.000
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$590.000

# Winners3

Num Months Winners5
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers6

% Winners33.3%
 Frequency

Avg Position Time (mins)305000.00

Avg Position Time (hrs)5083.33

Avg Trade Length211.8 days

Last Trade Ago1367
 Regression

Alpha0.00

Beta5.23

Treynor Index0.00
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.05

MAE:PL  Winning Trades  this strat Percentile of All Strats62.67

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats4.68

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.19

MAE:Equity, average, winning trades0.04

MAE:Equity, average, losing trades0.06

Avg(MAE) / Avg(PL)  All trades1.569

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 trades1.557

Avg(MAE) / Avg(PL)  Losing trades1.321

HoldandHope Ratio0.615
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.46973

SD1.52325

Sharpe ratio (Glass type estimate)0.30837

Sharpe ratio (Hedges UMVUE)0.29365

df16.00000

t0.36704

p0.54569

Lowerbound of 95% confidence interval for Sharpe Ratio1.95375

Upperbound of 95% confidence interval for Sharpe Ratio1.34648

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.94349

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.35619
 Statistics related to Sortino ratio

Sortino ratio0.44334

Upside Potential Ratio1.77858

Upside part of mean1.88443

Downside part of mean2.35415

Upside SD1.03905

Downside SD1.05951

N nonnegative terms6.00000

N negative terms11.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.43953

Mean of criterion0.46973

SD of predictor0.26064

SD of criterion1.52325

Covariance0.14606

r0.36789

b (slope, estimate of beta)2.15000

a (intercept, estimate of alpha)0.47526

Mean Square Error2.14001

DF error15.00000

t(b)1.53227

p(b)0.72881

t(a)0.34562

p(a)0.44349

Lowerbound of 95% confidence interval for beta5.14075

Upperbound of 95% confidence interval for beta0.84074

Lowerbound of 95% confidence interval for alpha2.45573

Upperbound of 95% confidence interval for alpha3.40625

Treynor index (mean / b)0.21848

Jensen alpha (a)0.47526
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean1.88319

SD1.85699

Sharpe ratio (Glass type estimate)1.01411

Sharpe ratio (Hedges UMVUE)0.96569

df16.00000

t1.20703

p0.64445

Lowerbound of 95% confidence interval for Sharpe Ratio2.68226

Upperbound of 95% confidence interval for Sharpe Ratio0.68411

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.64603

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.71466
 Statistics related to Sortino ratio

Sortino ratio1.10547

Upside Potential Ratio0.88113

Upside part of mean1.50102

Downside part of mean3.38421

Upside SD0.79946

Downside SD1.70352

N nonnegative terms6.00000

N negative terms11.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.40299

Mean of criterion1.88319

SD of predictor0.23869

SD of criterion1.85699

Covariance0.15250

r0.34404

b (slope, estimate of beta)2.67662

a (intercept, estimate of alpha)0.80455

Mean Square Error3.24292

DF error15.00000

t(b)1.41910

p(b)0.71462

t(a)0.47517

p(a)0.57733

Lowerbound of 95% confidence interval for beta6.69681

Upperbound of 95% confidence interval for beta1.34358

Lowerbound of 95% confidence interval for alpha4.41347

Upperbound of 95% confidence interval for alpha2.80438

Treynor index (mean / b)0.70357

Jensen alpha (a)0.80455
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.64608

Expected Shortfall on VaR0.71195
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.52058

Expected Shortfall on VaR0.80899
 ORDER STATISTICS
 Quartiles of return rates

Number of observations17.00000

Minimum0.22154

Quartile 10.69846

Median0.94455

Quartile 31.20955

Maximum1.89313

Mean of quarter 10.51034

Mean of quarter 20.79136

Mean of quarter 31.09102

Mean of quarter 41.57322

Inter Quartile Range0.51109

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)0.21931

VaR(95%) (moments method)0.55356

Expected Shortfall (moments method)0.66563

Extreme Value Index (regression method)0.02601

VaR(95%) (regression method)0.65920

Expected Shortfall (regression method)0.87815
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.92780

Quartile 10.92780

Median0.92780

Quartile 30.92780

Maximum0.92780

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)0.65492

Compounded annual return (geometric extrapolation)0.84359

Calmar ratio (compounded annual return / max draw down)0.90924

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

Compounded annual return / Expected Shortfall lognormal1.18490

0.00000

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

Mean2.33012

SD3.31546

Sharpe ratio (Glass type estimate)0.70280

Sharpe ratio (Hedges UMVUE)0.70143

df385.00000

t0.85305

p0.19708

Lowerbound of 95% confidence interval for Sharpe Ratio0.91312

Upperbound of 95% confidence interval for Sharpe Ratio2.31791

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.91407

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.31694
 Statistics related to Sortino ratio

Sortino ratio1.35009

Upside Potential Ratio8.43806

Upside part of mean14.56320

Downside part of mean12.23310

Upside SD2.82945

Downside SD1.72590

N nonnegative terms165.00000

N negative terms221.00000
 Statistics related to linear regression on benchmark

N of observations386.00000

Mean of predictor0.49319

Mean of criterion2.33012

SD of predictor0.36775

SD of criterion3.31546

Covariance0.35713

r0.29291

b (slope, estimate of beta)2.64068

a (intercept, estimate of alpha)3.63200

Mean Square Error10.07540

DF error384.00000

t(b)6.00302

p(b)1.00000

t(a)1.38428

p(a)0.08354

Lowerbound of 95% confidence interval for beta3.50557

Upperbound of 95% confidence interval for beta1.77578

Lowerbound of 95% confidence interval for alpha1.52690

Upperbound of 95% confidence interval for alpha8.79184

Treynor index (mean / b)0.88239

Jensen alpha (a)3.63247
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean2.45000

SD3.15768

Sharpe ratio (Glass type estimate)0.77589

Sharpe ratio (Hedges UMVUE)0.77438

df385.00000

t0.94176

p0.82655

Lowerbound of 95% confidence interval for Sharpe Ratio2.39108

Upperbound of 95% confidence interval for Sharpe Ratio0.84028

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.39005

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.84130
 Statistics related to Sortino ratio

Sortino ratio1.00001

Upside Potential Ratio4.93714

Upside part of mean12.09590

Downside part of mean14.54590

Upside SD1.99138

Downside SD2.44998

N nonnegative terms165.00000

N negative terms221.00000
 Statistics related to linear regression on benchmark

N of observations386.00000

Mean of predictor0.41859

Mean of criterion2.45000

SD of predictor0.39595

SD of criterion3.15768

Covariance0.30752

r0.24596

b (slope, estimate of beta)1.96157

a (intercept, estimate of alpha)1.62891

Mean Square Error9.39208

DF error384.00000

t(b)4.97267

p(b)1.00000

t(a)0.64377

p(a)0.73995

Lowerbound of 95% confidence interval for beta2.73716

Upperbound of 95% confidence interval for beta1.18598

Lowerbound of 95% confidence interval for alpha6.60381

Upperbound of 95% confidence interval for alpha3.34598

Treynor index (mean / b)1.24900

Jensen alpha (a)1.62891
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.28124

Expected Shortfall on VaR0.33583
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.11618

Expected Shortfall on VaR0.23450
 ORDER STATISTICS
 Quartiles of return rates

Number of observations386.00000

Minimum0.19556

Quartile 10.94912

Median0.99719

Quartile 31.03853

Maximum2.99664

Mean of quarter 10.83831

Mean of quarter 20.97606

Mean of quarter 31.01228

Mean of quarter 41.20904

Inter Quartile Range0.08941

Number outliers low30.00000

Percentage of outliers low0.07772

Mean of outliers low0.68151

Number of outliers high30.00000

Percentage of outliers high0.07772

Mean of outliers high1.47861
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.46743

VaR(95%) (moments method)0.16247

Expected Shortfall (moments method)0.34771

Extreme Value Index (regression method)0.30064

VaR(95%) (regression method)0.14588

Expected Shortfall (regression method)0.25192
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.02190

Quartile 10.03047

Median0.07427

Quartile 30.33033

Maximum0.97570

Mean of quarter 10.02190

Mean of quarter 20.03332

Mean of quarter 30.11521

Mean of quarter 40.97570

Inter Quartile Range0.29987

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.25000

Mean of outliers high0.97570
 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)0.65962

Compounded annual return (geometric extrapolation)0.91126

Calmar ratio (compounded annual return / max draw down)0.93396

Compounded annual return / average of 25% largest draw downs0.93396

Compounded annual return / Expected Shortfall lognormal2.71350

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

Mean1.77465

SD3.85304

Sharpe ratio (Glass type estimate)0.46058

Sharpe ratio (Hedges UMVUE)0.45792

df130.00000

t0.32568

p0.48572

Lowerbound of 95% confidence interval for Sharpe Ratio2.31263

Upperbound of 95% confidence interval for Sharpe Ratio3.23211

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.31444

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.23029
 Statistics related to Sortino ratio

Sortino ratio0.84863

Upside Potential Ratio8.88059

Upside part of mean18.57100

Downside part of mean16.79630

Upside SD3.22049

Downside SD2.09119

N nonnegative terms55.00000

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

N of observations131.00000

Mean of predictor1.02153

Mean of criterion1.77465

SD of predictor0.60694

SD of criterion3.85304

Covariance0.85860

r0.36715

b (slope, estimate of beta)2.33077

a (intercept, estimate of alpha)4.15560

Mean Square Error12.94430

DF error129.00000

t(b)4.48309

p(b)0.72837

t(a)0.81232

p(a)0.45462

Lowerbound of 95% confidence interval for beta3.35941

Upperbound of 95% confidence interval for beta1.30213

Lowerbound of 95% confidence interval for alpha5.96600

Upperbound of 95% confidence interval for alpha14.27720

Treynor index (mean / b)0.76140

Jensen alpha (a)4.15560
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean5.15808

SD3.89029

Sharpe ratio (Glass type estimate)1.32589

Sharpe ratio (Hedges UMVUE)1.31822

df130.00000

t0.93754

p0.54098

Lowerbound of 95% confidence interval for Sharpe Ratio4.09984

Upperbound of 95% confidence interval for Sharpe Ratio1.45302

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.09466

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.45821
 Statistics related to Sortino ratio

Sortino ratio1.65936

Upside Potential Ratio4.89648

Upside part of mean15.22060

Downside part of mean20.37870

Upside SD2.33618

Downside SD3.10847

N nonnegative terms55.00000

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

N of observations131.00000

Mean of predictor0.81714

Mean of criterion5.15808

SD of predictor0.65777

SD of criterion3.89029

Covariance0.75631

r0.29556

b (slope, estimate of beta)1.74806

a (intercept, estimate of alpha)3.72968

Mean Square Error13.91930

DF error129.00000

t(b)3.51391

p(b)0.68538

t(a)0.70479

p(a)0.53940

VAR (95 Confidence Intrvl)0.28100

Lowerbound of 95% confidence interval for beta2.73231

Upperbound of 95% confidence interval for beta0.76380

Lowerbound of 95% confidence interval for alpha14.19980

Upperbound of 95% confidence interval for alpha6.74041

Treynor index (mean / b)2.95075

Jensen alpha (a)3.72968
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.33967

Expected Shortfall on VaR0.40048
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.16199

Expected Shortfall on VaR0.30832
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.19556

Quartile 10.91526

Median0.98415

Quartile 31.06535

Maximum2.48650

Mean of quarter 10.79456

Mean of quarter 20.95258

Mean of quarter 31.01569

Mean of quarter 41.26496

Inter Quartile Range0.15010

Number outliers low5.00000

Percentage of outliers low0.03817

Mean of outliers low0.52108

Number of outliers high7.00000

Percentage of outliers high0.05344

Mean of outliers high1.71400
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.40547

VaR(95%) (moments method)0.22189

Expected Shortfall (moments method)0.41832

Extreme Value Index (regression method)0.07704

VaR(95%) (regression method)0.18446

Expected Shortfall (regression method)0.25548
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.36602

Quartile 10.42799

Median0.48996

Quartile 30.72666

Maximum0.96336

Mean of quarter 10.36602

Mean of quarter 20.48996

Mean of quarter 30.00000

Mean of quarter 40.96336

Inter Quartile Range0.29867

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?341465000

Max Equity Drawdown (num days)228
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.84617

Compounded annual return (geometric extrapolation)0.99408

Calmar ratio (compounded annual return / max draw down)1.03190

Compounded annual return / average of 25% largest draw downs1.03190

Compounded annual return / Expected Shortfall lognormal2.48224
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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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.