W4T Futures Runner
(134947325)
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.
Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).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  

2021  (0.4%)  +0.2%  +7.9%  (0.1%)  +7.7%  +2.6%  (5.6%)  +1.8%  +14.2% 
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  $45,000  
Buy Power  $54,932  
Cash  $54,932  
Equity  $0  
Cumulative $  $9,932  
Total System Equity  $54,932  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began3/31/2021

Suggested Minimum Cap$50,000

Strategy Age (days)203.2

Age7 months ago

What it tradesFutures

# Trades1279

# Profitable731

% Profitable57.20%

Avg trade duration3.4 hours

Max peaktovalley drawdown9.02%

drawdown periodSept 06, 2021  Oct 11, 2021

Cumul. Return14.2%

Avg win$53.40

Avg loss$53.10
 Model Account Values (Raw)

Cash$54,932

Margin Used$0

Buying Power$54,932
 Ratios

W:L ratio1.34:1

Sharpe Ratio1.81

Sortino Ratio2.9

Calmar Ratio5.92
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)0.02%

Correlation to SP5000.18360

Return Percent SP500 (cumu) during strategy life14.23%
 Verified

C2Star1
 Return Statistics

Ann Return (w trading costs)26.4%
 Slump

Current Slump as Pcnt Equity5.10%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.21%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.142%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)42.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automated99.50%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)488

Popularity (Last 6 weeks)962
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score865

Popularity (7 days, Percentile 1000 scale)851
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$53

Avg Win$53

Sum Trade PL (losers)$29,101.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table8
 Win / Loss

Sum Trade PL (winners)$39,033.000

# Winners731

Num Months Winners4
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)52510
 Win / Loss

# Losers548

% Winners57.1%
 Frequency

Avg Position Time (mins)202.00

Avg Position Time (hrs)3.37

Avg Trade Length0.1 days

Last Trade Ago6
 Leverage

Daily leverage (average)1.73

Daily leverage (max)10.26
 Regression

Alpha0.05

Beta0.17

Treynor Index0.37
 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)0.41

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades36.108

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 trades0.434

Avg(MAE) / Avg(PL)  Losing trades1.194

HoldandHope Ratio0.028
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.35455

SD0.18353

Sharpe ratio (Glass type estimate)1.93180

Sharpe ratio (Hedges UMVUE)1.62415

df5.00000

t1.36599

p0.11509

Lowerbound of 95% confidence interval for Sharpe Ratio1.15327

Upperbound of 95% confidence interval for Sharpe Ratio4.85971

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.32478

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.57309
 Statistics related to Sortino ratio

Sortino ratio5.02302

Upside Potential Ratio6.43723

Upside part of mean0.45437

Downside part of mean0.09982

Upside SD0.18320

Downside SD0.07058

N nonnegative terms5.00000

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

N of observations6.00000

Mean of predictor0.14072

Mean of criterion0.35455

SD of predictor0.11781

SD of criterion0.18353

Covariance0.00770

r0.35636

b (slope, estimate of beta)0.55518

a (intercept, estimate of alpha)0.27642

Mean Square Error0.03676

DF error4.00000

t(b)0.76279

p(b)0.24405

t(a)0.95370

p(a)0.19712

Lowerbound of 95% confidence interval for beta1.46599

Upperbound of 95% confidence interval for beta2.57635

Lowerbound of 95% confidence interval for alpha0.52846

Upperbound of 95% confidence interval for alpha1.08130

Treynor index (mean / b)0.63862

Jensen alpha (a)0.27642
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.33535

SD0.17873

Sharpe ratio (Glass type estimate)1.87622

Sharpe ratio (Hedges UMVUE)1.57743

df5.00000

t1.32669

p0.12099

Lowerbound of 95% confidence interval for Sharpe Ratio1.19445

Upperbound of 95% confidence interval for Sharpe Ratio4.79281

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.36175

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.51661
 Statistics related to Sortino ratio

Sortino ratio4.64246

Upside Potential Ratio6.05668

Upside part of mean0.43750

Downside part of mean0.10215

Upside SD0.17543

Downside SD0.07223

N nonnegative terms5.00000

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

N of observations6.00000

Mean of predictor0.13384

Mean of criterion0.33535

SD of predictor0.11800

SD of criterion0.17873

Covariance0.00823

r0.39020

b (slope, estimate of beta)0.59101

a (intercept, estimate of alpha)0.25625

Mean Square Error0.03385

DF error4.00000

t(b)0.84760

p(b)0.22220

t(a)0.92697

p(a)0.20320

Lowerbound of 95% confidence interval for beta1.34533

Upperbound of 95% confidence interval for beta2.52735

Lowerbound of 95% confidence interval for alpha0.51140

Upperbound of 95% confidence interval for alpha1.02389

Treynor index (mean / b)0.56741

Jensen alpha (a)0.25625
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05533

Expected Shortfall on VaR0.07531
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00772

Expected Shortfall on VaR0.02118
 ORDER STATISTICS
 Quartiles of return rates

Number of observations6.00000

Minimum0.95242

Quartile 11.00783

Median1.03080

Quartile 31.06202

Maximum1.10462

Mean of quarter 10.97740

Mean of quarter 21.02418

Mean of quarter 31.03743

Mean of quarter 41.08742

Inter Quartile Range0.05418

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)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

Minimum0.04758

Quartile 10.04758

Median0.04758

Quartile 30.04758

Maximum0.04758

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)0.39833

Compounded annual return (geometric extrapolation)0.43800

Calmar ratio (compounded annual return / max draw down)9.20503

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

Compounded annual return / Expected Shortfall lognormal5.81567

0.00000

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

Mean0.33817

SD0.10813

Sharpe ratio (Glass type estimate)3.12731

Sharpe ratio (Hedges UMVUE)3.11099

df144.00000

t2.32650

p0.40483

Lowerbound of 95% confidence interval for Sharpe Ratio0.46278

Upperbound of 95% confidence interval for Sharpe Ratio5.78127

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.45201

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.76998
 Statistics related to Sortino ratio

Sortino ratio5.50620

Upside Potential Ratio13.29560

Upside part of mean0.81656

Downside part of mean0.47840

Upside SD0.09098

Downside SD0.06142

N nonnegative terms79.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations145.00000

Mean of predictor0.21828

Mean of criterion0.33817

SD of predictor0.11401

SD of criterion0.10813

Covariance0.00170

r0.13751

b (slope, estimate of beta)0.13043

a (intercept, estimate of alpha)0.31000

Mean Square Error0.01155

DF error143.00000

t(b)1.66018

p(b)0.41273

t(a)2.12866

p(a)0.38900

Lowerbound of 95% confidence interval for beta0.02487

Upperbound of 95% confidence interval for beta0.28572

Lowerbound of 95% confidence interval for alpha0.02211

Upperbound of 95% confidence interval for alpha0.59729

Treynor index (mean / b)2.59280

Jensen alpha (a)0.30970
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.33213

SD0.10787

Sharpe ratio (Glass type estimate)3.07899

Sharpe ratio (Hedges UMVUE)3.06293

df144.00000

t2.29056

p0.40625

Lowerbound of 95% confidence interval for Sharpe Ratio0.41533

Upperbound of 95% confidence interval for Sharpe Ratio5.73220

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40469

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.72117
 Statistics related to Sortino ratio

Sortino ratio5.37934

Upside Potential Ratio13.15750

Upside part of mean0.81238

Downside part of mean0.48024

Upside SD0.09036

Downside SD0.06174

N nonnegative terms79.00000

N negative terms66.00000
 Statistics related to linear regression on benchmark

N of observations145.00000

Mean of predictor0.21171

Mean of criterion0.33213

SD of predictor0.11407

SD of criterion0.10787

Covariance0.00169

r0.13732

b (slope, estimate of beta)0.12986

a (intercept, estimate of alpha)0.30464

Mean Square Error0.01150

DF error143.00000

t(b)1.65780

p(b)0.41286

t(a)2.09982

p(a)0.39045

Lowerbound of 95% confidence interval for beta0.02498

Upperbound of 95% confidence interval for beta0.28470

Lowerbound of 95% confidence interval for alpha0.01786

Upperbound of 95% confidence interval for alpha0.59142

Treynor index (mean / b)2.55763

Jensen alpha (a)0.30464
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00965

Expected Shortfall on VaR0.01240
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00396

Expected Shortfall on VaR0.00791
 ORDER STATISTICS
 Quartiles of return rates

Number of observations145.00000

Minimum0.98126

Quartile 10.99804

Median1.00073

Quartile 31.00515

Maximum1.02202

Mean of quarter 10.99368

Mean of quarter 20.99944

Mean of quarter 31.00262

Mean of quarter 41.01006

Inter Quartile Range0.00711

Number outliers low2.00000

Percentage of outliers low0.01379

Mean of outliers low0.98346

Number of outliers high5.00000

Percentage of outliers high0.03448

Mean of outliers high1.01857
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.27185

VaR(95%) (moments method)0.00532

Expected Shortfall (moments method)0.00664

Extreme Value Index (regression method)0.27139

VaR(95%) (regression method)0.00634

Expected Shortfall (regression method)0.00803
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00004

Quartile 10.00182

Median0.00350

Quartile 30.01470

Maximum0.07321

Mean of quarter 10.00093

Mean of quarter 20.00256

Mean of quarter 30.00934

Mean of quarter 40.03801

Inter Quartile Range0.01288

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.12500

Mean of outliers high0.05489
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.19671

VaR(95%) (moments method)0.03787

Expected Shortfall (moments method)0.04101

Extreme Value Index (regression method)0.17927

VaR(95%) (regression method)0.06034

Expected Shortfall (regression method)0.10062
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.39842

Compounded annual return (geometric extrapolation)0.43339

Calmar ratio (compounded annual return / max draw down)5.91961

Compounded annual return / average of 25% largest draw downs11.40080

Compounded annual return / Expected Shortfall lognormal34.95550

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

Mean0.35175

SD0.11328

Sharpe ratio (Glass type estimate)3.10508

Sharpe ratio (Hedges UMVUE)3.08713

df130.00000

t2.19562

p0.40545

Lowerbound of 95% confidence interval for Sharpe Ratio0.30197

Upperbound of 95% confidence interval for Sharpe Ratio5.89662

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29004

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.88422
 Statistics related to Sortino ratio

Sortino ratio5.46118

Upside Potential Ratio13.45810

Upside part of mean0.86682

Downside part of mean0.51507

Upside SD0.09518

Downside SD0.06441

N nonnegative terms71.00000

N negative terms60.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.16396

Mean of criterion0.35175

SD of predictor0.11476

SD of criterion0.11328

Covariance0.00175

r0.13437

b (slope, estimate of beta)0.13264

a (intercept, estimate of alpha)0.33000

Mean Square Error0.01270

DF error129.00000

t(b)1.54012

p(b)0.41472

t(a)2.06263

p(a)0.38686

Lowerbound of 95% confidence interval for beta0.03776

Upperbound of 95% confidence interval for beta0.30303

Lowerbound of 95% confidence interval for alpha0.01346

Upperbound of 95% confidence interval for alpha0.64654

Treynor index (mean / b)2.65194

Jensen alpha (a)0.33000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.34513

SD0.11301

Sharpe ratio (Glass type estimate)3.05411

Sharpe ratio (Hedges UMVUE)3.03646

df130.00000

t2.15958

p0.40695

Lowerbound of 95% confidence interval for Sharpe Ratio0.25183

Upperbound of 95% confidence interval for Sharpe Ratio5.84495

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.24019

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.83273
 Statistics related to Sortino ratio

Sortino ratio5.33003

Upside Potential Ratio13.31590

Upside part of mean0.86224

Downside part of mean0.51711

Upside SD0.09452

Downside SD0.06475

N nonnegative terms71.00000

N negative terms60.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15736

Mean of criterion0.34513

SD of predictor0.11486

SD of criterion0.11301

Covariance0.00174

r0.13408

b (slope, estimate of beta)0.13191

a (intercept, estimate of alpha)0.32438

Mean Square Error0.01264

DF error129.00000

t(b)1.53669

p(b)0.41490

t(a)2.03298

p(a)0.38842

VAR (95 Confidence Intrvl)0.01000

Lowerbound of 95% confidence interval for beta0.03793

Upperbound of 95% confidence interval for beta0.30175

Lowerbound of 95% confidence interval for alpha0.00869

Upperbound of 95% confidence interval for alpha0.64006

Treynor index (mean / b)2.61639

Jensen alpha (a)0.32438
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01011

Expected Shortfall on VaR0.01299
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00429

Expected Shortfall on VaR0.00845
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98126

Quartile 10.99757

Median1.00073

Quartile 31.00590

Maximum1.02202

Mean of quarter 10.99318

Mean of quarter 20.99930

Mean of quarter 31.00291

Mean of quarter 41.01045

Inter Quartile Range0.00833

Number outliers low1.00000

Percentage of outliers low0.00763

Mean of outliers low0.98126

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02197
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.21891

VaR(95%) (moments method)0.00625

Expected Shortfall (moments method)0.00784

Extreme Value Index (regression method)0.22265

VaR(95%) (regression method)0.00664

Expected Shortfall (regression method)0.00835
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00094

Quartile 10.00260

Median0.00636

Quartile 30.01563

Maximum0.07321

Mean of quarter 10.00171

Mean of quarter 20.00402

Mean of quarter 30.01391

Mean of quarter 40.04547

Inter Quartile Range0.01303

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.15385

Mean of outliers high0.05489
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.19671

VaR(95%) (moments method)0.03914

Expected Shortfall (moments method)0.04159

Extreme Value Index (regression method)0.17927

VaR(95%) (regression method)0.06687

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.10858

Strat Max DD how much worse than SP500 max DD during strat life?316644000

Max Equity Drawdown (num days)35
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.41010

Compounded annual return (geometric extrapolation)0.45214

Calmar ratio (compounded annual return / max draw down)6.17576

Compounded annual return / average of 25% largest draw downs9.94271

Compounded annual return / Expected Shortfall lognormal34.79340
Strategy Description
It is based on the concept of creating a portfolio of diverse automated trading bots for maximum diversification.
At the moment, running 6 bots for MNQ and 3 bots for MES.
Each bot operates with 1 lot, so the maximum lot for MNQ is 6, MES  3, total 9.
But the features of the C2 calculation can display a larger number. This is due to the fact that while more trades are open in one direction, all additional ones are added to this. You can see this in “Show More Details” for each position.
All bots use stop losses.
I rescale strategy to $50,000 after each $5000 profit.
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
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Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
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To make this strategy private, you need to first withdraw from C2Star program.
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.