Taurus Aggressive Fund
(133128411)
Subscription terms. Subscriptions to this system cost $300.00 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.
Trendfollowing
Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and timeframes used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.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  (5%)  +4.0%  (3.9%)  +3.5%  +18.5%  (11.9%)  (2.2%)  +7.2%  +3.2%  +2.5%  +16.8%    +32.9% 
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  $100,000  
Buy Power  $138,744  
Cash  $138,744  
Equity  $0  
Cumulative $  $38,744  
Total System Equity  $138,744  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began1/1/2021

Suggested Minimum Cap$100,000

Strategy Age (days)336.61

Age11 months ago

What it tradesFutures

# Trades52

# Profitable12

% Profitable23.10%

Avg trade duration6.4 days

Max peaktovalley drawdown19.3%

drawdown periodJan 21, 2021  April 21, 2021

Cumul. Return32.9%

Avg win$8,912

Avg loss$1,705
 Model Account Values (Raw)

Cash$138,744

Margin Used$0

Buying Power$138,744
 Ratios

W:L ratio1.57:1

Sharpe Ratio1.03

Sortino Ratio1.55

Calmar Ratio2.996
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)12.11%

Correlation to SP5000.16910

Return Percent SP500 (cumu) during strategy life20.83%
 Return Statistics

Ann Return (w trading costs)35.8%
 Slump

Current Slump as Pcnt Equity0.10%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.02%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.329%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)42.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss38.00%

Chance of 20% account loss3.50%

Chance of 30% account loss1.00%

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 Automated55.79%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)669
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score879

Popularity (7 days, Percentile 1000 scale)787
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$1,705

Avg Win$8,913

Sum Trade PL (losers)$68,207.000
 Age

Num Months filled monthly returns table12
 Win / Loss

Sum Trade PL (winners)$106,951.000

# Winners12

Num Months Winners7
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers40

% Winners23.1%
 Frequency

Avg Position Time (mins)9249.37

Avg Position Time (hrs)154.16

Avg Trade Length6.4 days

Last Trade Ago6
 Leverage

Daily leverage (average)4.35

Daily leverage (max)22.00
 Regression

Alpha0.07

Beta0.35

Treynor Index0.26
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.06

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades5.813

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 trades0.152

Avg(MAE) / Avg(PL)  Losing trades1.068

HoldandHope Ratio0.172
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.31907

SD0.25569

Sharpe ratio (Glass type estimate)1.24787

Sharpe ratio (Hedges UMVUE)1.14040

df9.00000

t1.13914

p0.14203

Lowerbound of 95% confidence interval for Sharpe Ratio1.00481

Upperbound of 95% confidence interval for Sharpe Ratio3.43697

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.07033

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.35112
 Statistics related to Sortino ratio

Sortino ratio2.52363

Upside Potential Ratio3.87141

Upside part of mean0.48947

Downside part of mean0.17040

Upside SD0.22658

Downside SD0.12643

N nonnegative terms8.00000

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

N of observations10.00000

Mean of predictor0.24821

Mean of criterion0.31907

SD of predictor0.09421

SD of criterion0.25569

Covariance0.00263

r0.10903

b (slope, estimate of beta)0.29593

a (intercept, estimate of alpha)0.39252

Mean Square Error0.07268

DF error8.00000

t(b)0.31024

p(b)0.61785

t(a)1.03703

p(a)0.16502

Lowerbound of 95% confidence interval for beta2.49554

Upperbound of 95% confidence interval for beta1.90369

Lowerbound of 95% confidence interval for alpha0.48031

Upperbound of 95% confidence interval for alpha1.26535

Treynor index (mean / b)1.07820

Jensen alpha (a)0.39252
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.28619

SD0.24996

Sharpe ratio (Glass type estimate)1.14494

Sharpe ratio (Hedges UMVUE)1.04633

df9.00000

t1.04518

p0.16160

Lowerbound of 95% confidence interval for Sharpe Ratio1.09390

Upperbound of 95% confidence interval for Sharpe Ratio3.32481

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.15444

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.24710
 Statistics related to Sortino ratio

Sortino ratio2.14676

Upside Potential Ratio3.48623

Upside part of mean0.46476

Downside part of mean0.17857

Upside SD0.21280

Downside SD0.13331

N nonnegative terms8.00000

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

N of observations10.00000

Mean of predictor0.24135

Mean of criterion0.28619

SD of predictor0.09115

SD of criterion0.24996

Covariance0.00249

r0.10946

b (slope, estimate of beta)0.30017

a (intercept, estimate of alpha)0.35864

Mean Square Error0.06945

DF error8.00000

t(b)0.31148

p(b)0.61830

t(a)0.96740

p(a)0.18084

Lowerbound of 95% confidence interval for beta2.52244

Upperbound of 95% confidence interval for beta1.92210

Lowerbound of 95% confidence interval for alpha0.49625

Upperbound of 95% confidence interval for alpha1.21353

Treynor index (mean / b)0.95344

Jensen alpha (a)0.35864
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.09048

Expected Shortfall on VaR0.11718
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01563

Expected Shortfall on VaR0.04073
 ORDER STATISTICS
 Quartiles of return rates

Number of observations10.00000

Minimum0.89109

Quartile 11.00588

Median1.02099

Quartile 31.06576

Maximum1.15946

Mean of quarter 10.95594

Mean of quarter 21.01381

Mean of quarter 31.02427

Mean of quarter 41.11507

Inter Quartile Range0.05989

Number outliers low1.00000

Percentage of outliers low0.10000

Mean of outliers low0.89109

Number of outliers high1.00000

Percentage of outliers high0.10000

Mean of outliers high1.15946
 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)0.26066

VaR(95%) (regression method)0.12379

Expected Shortfall (regression method)0.25100
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.02843

Quartile 10.04855

Median0.06867

Quartile 30.08879

Maximum0.10891

Mean of quarter 10.02843

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.10891

Inter Quartile Range0.04024

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)0.35904

Compounded annual return (geometric extrapolation)0.36902

Calmar ratio (compounded annual return / max draw down)3.38826

Compounded annual return / average of 25% largest draw downs3.38826

Compounded annual return / Expected Shortfall lognormal3.14914

0.00000

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

Mean0.37851

SD0.26429

Sharpe ratio (Glass type estimate)1.43217

Sharpe ratio (Hedges UMVUE)1.42750

df230.00000

t1.34478

p0.09001

Lowerbound of 95% confidence interval for Sharpe Ratio0.66077

Upperbound of 95% confidence interval for Sharpe Ratio3.52210

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.66391

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.51891
 Statistics related to Sortino ratio

Sortino ratio2.18808

Upside Potential Ratio9.36996

Upside part of mean1.62088

Downside part of mean1.24237

Upside SD0.20042

Downside SD0.17299

N nonnegative terms95.00000

N negative terms136.00000
 Statistics related to linear regression on benchmark

N of observations231.00000

Mean of predictor0.19526

Mean of criterion0.37851

SD of predictor0.13037

SD of criterion0.26429

Covariance0.00501

r0.14530

b (slope, estimate of beta)0.29455

a (intercept, estimate of alpha)0.32100

Mean Square Error0.06867

DF error229.00000

t(b)2.22232

p(b)0.01362

t(a)1.14526

p(a)0.12665

Lowerbound of 95% confidence interval for beta0.03339

Upperbound of 95% confidence interval for beta0.55571

Lowerbound of 95% confidence interval for alpha0.23127

Upperbound of 95% confidence interval for alpha0.87326

Treynor index (mean / b)1.28503

Jensen alpha (a)0.32099
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.34351

SD0.26403

Sharpe ratio (Glass type estimate)1.30104

Sharpe ratio (Hedges UMVUE)1.29679

df230.00000

t1.22165

p0.11155

Lowerbound of 95% confidence interval for Sharpe Ratio0.79105

Upperbound of 95% confidence interval for Sharpe Ratio3.39039

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.79391

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.38749
 Statistics related to Sortino ratio

Sortino ratio1.95385

Upside Potential Ratio9.10661

Upside part of mean1.60103

Downside part of mean1.25753

Upside SD0.19735

Downside SD0.17581

N nonnegative terms95.00000

N negative terms136.00000
 Statistics related to linear regression on benchmark

N of observations231.00000

Mean of predictor0.18669

Mean of criterion0.34351

SD of predictor0.13051

SD of criterion0.26403

Covariance0.00501

r0.14552

b (slope, estimate of beta)0.29437

a (intercept, estimate of alpha)0.28855

Mean Square Error0.06853

DF error229.00000

t(b)2.22573

p(b)0.01350

t(a)1.03094

p(a)0.15183

Lowerbound of 95% confidence interval for beta0.03377

Upperbound of 95% confidence interval for beta0.55498

Lowerbound of 95% confidence interval for alpha0.26294

Upperbound of 95% confidence interval for alpha0.84003

Treynor index (mean / b)1.16690

Jensen alpha (a)0.28855
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02520

Expected Shortfall on VaR0.03180
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01202

Expected Shortfall on VaR0.02404
 ORDER STATISTICS
 Quartiles of return rates

Number of observations231.00000

Minimum0.94870

Quartile 10.99508

Median1.00000

Quartile 31.00844

Maximum1.05438

Mean of quarter 10.98214

Mean of quarter 20.99922

Mean of quarter 31.00271

Mean of quarter 41.02215

Inter Quartile Range0.01336

Number outliers low12.00000

Percentage of outliers low0.05195

Mean of outliers low0.96250

Number of outliers high17.00000

Percentage of outliers high0.07359

Mean of outliers high1.03589
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.09894

VaR(95%) (moments method)0.01436

Expected Shortfall (moments method)0.01912

Extreme Value Index (regression method)0.30843

VaR(95%) (regression method)0.01614

Expected Shortfall (regression method)0.02012
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00221

Quartile 10.01596

Median0.06514

Quartile 30.11529

Maximum0.15013

Mean of quarter 10.00899

Mean of quarter 20.02198

Mean of quarter 30.10531

Mean of quarter 40.14323

Inter Quartile Range0.09934

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)0.43944

Compounded annual return (geometric extrapolation)0.44978

Calmar ratio (compounded annual return / max draw down)2.99585

Compounded annual return / average of 25% largest draw downs3.14037

Compounded annual return / Expected Shortfall lognormal14.14410

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

Mean0.37854

SD0.26675

Sharpe ratio (Glass type estimate)1.41909

Sharpe ratio (Hedges UMVUE)1.41089

df130.00000

t1.00345

p0.45616

Lowerbound of 95% confidence interval for Sharpe Ratio1.36074

Upperbound of 95% confidence interval for Sharpe Ratio4.19360

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.36622

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.18799
 Statistics related to Sortino ratio

Sortino ratio2.18258

Upside Potential Ratio9.14723

Upside part of mean1.58646

Downside part of mean1.20792

Upside SD0.20267

Downside SD0.17344

N nonnegative terms52.00000

N negative terms79.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15481

Mean of criterion0.37854

SD of predictor0.11467

SD of criterion0.26675

Covariance0.00163

r0.05332

b (slope, estimate of beta)0.12403

a (intercept, estimate of alpha)0.35934

Mean Square Error0.07150

DF error129.00000

t(b)0.60646

p(b)0.46607

t(a)0.94691

p(a)0.44717

Lowerbound of 95% confidence interval for beta0.28061

Upperbound of 95% confidence interval for beta0.52868

Lowerbound of 95% confidence interval for alpha0.39147

Upperbound of 95% confidence interval for alpha1.11014

Treynor index (mean / b)3.05191

Jensen alpha (a)0.35934
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.34303

SD0.26635

Sharpe ratio (Glass type estimate)1.28789

Sharpe ratio (Hedges UMVUE)1.28045

df130.00000

t0.91068

p0.46019

Lowerbound of 95% confidence interval for Sharpe Ratio1.49075

Upperbound of 95% confidence interval for Sharpe Ratio4.06170

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.49573

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.05662
 Statistics related to Sortino ratio

Sortino ratio1.94641

Upside Potential Ratio8.88685

Upside part of mean1.56618

Downside part of mean1.22315

Upside SD0.19947

Downside SD0.17624

N nonnegative terms52.00000

N negative terms79.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.14822

Mean of criterion0.34303

SD of predictor0.11485

SD of criterion0.26635

Covariance0.00168

r0.05497

b (slope, estimate of beta)0.12748

a (intercept, estimate of alpha)0.32413

Mean Square Error0.07128

DF error129.00000

t(b)0.62531

p(b)0.46502

t(a)0.85576

p(a)0.45221

VAR (95 Confidence Intrvl)0.02500

Lowerbound of 95% confidence interval for beta0.27588

Upperbound of 95% confidence interval for beta0.53085

Lowerbound of 95% confidence interval for alpha0.42527

Upperbound of 95% confidence interval for alpha1.07353

Treynor index (mean / b)2.69078

Jensen alpha (a)0.32413
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02543

Expected Shortfall on VaR0.03209
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01184

Expected Shortfall on VaR0.02391
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.95555

Quartile 10.99688

Median1.00000

Quartile 31.00816

Maximum1.05438

Mean of quarter 10.98236

Mean of quarter 20.99960

Mean of quarter 31.00184

Mean of quarter 41.02242

Inter Quartile Range0.01128

Number outliers low11.00000

Percentage of outliers low0.08397

Mean of outliers low0.96801

Number of outliers high13.00000

Percentage of outliers high0.09924

Mean of outliers high1.03405
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.18203

VaR(95%) (moments method)0.01176

Expected Shortfall (moments method)0.01552

Extreme Value Index (regression method)0.32336

VaR(95%) (regression method)0.01482

Expected Shortfall (regression method)0.01883
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.01602

Quartile 10.08076

Median0.10531

Quartile 30.11529

Maximum0.13632

Mean of quarter 10.01602

Mean of quarter 20.10234

Mean of quarter 30.10829

Mean of quarter 40.13632

Inter Quartile Range0.03453

Number outliers low1.00000

Percentage of outliers low0.25000

Mean of outliers low0.01602

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 Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?307191000

Max Equity Drawdown (num days)90
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.40756

Compounded annual return (geometric extrapolation)0.44909

Calmar ratio (compounded annual return / max draw down)3.29445

Compounded annual return / average of 25% largest draw downs3.29445

Compounded annual return / Expected Shortfall lognormal13.99550
Strategy Description
Taurus Conservative Fund: Target 1
Taurus Moderate Fund: Target 2
Taurus Aggressive Fund: Target 3
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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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.