Schulenberg EMini IRA
(122037335)
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.
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  

2019  +3.2%  (2%)  (1.6%)  +3.6%  (6.1%)  +5.0%  +1.4%  (4.8%)          (1.7%) 
2020                          0.0 
2021                      0.0 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $50,000  
Buy Power  $50,577  
Cash  $1  
Equity  $1  
Cumulative $  $577  
Includes dividends and cashsettled expirations:  $73  Itemized 
Total System Equity  $50,577  
Margined  $1  
Open P/L  $0  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began1/17/2019

Suggested Minimum Cap$50,000

Strategy Age (days)999.82

Age33 months ago

What it tradesStocks

# Trades24

# Profitable14

% Profitable58.30%

Avg trade duration8.8 days

Max peaktovalley drawdown10.83%

drawdown periodFeb 08, 2019  June 03, 2019

Cumul. Return1.2%

Avg win$455.79

Avg loss$587.50
 Model Account Values (Raw)

Cash$50,577

Margin Used$0

Buying Power$50,577
 Ratios

W:L ratio1.10:1

Sharpe Ratio0.34

Sortino Ratio0.43

Calmar Ratio0.097
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)10.69%

Correlation to SP5000.22530

Return Percent SP500 (cumu) during strategy life69.63%
 Return Statistics

Ann Return (w trading costs)1.9%
 Slump

Current Slump as Pcnt Equity7.90%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.98%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.012%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)0.4%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss26.50%

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)653
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)384
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$588

Avg Win$456

Sum Trade PL (losers)$5,875.000
 Age

Num Months filled monthly returns table34
 Win / Loss

Sum Trade PL (winners)$6,381.000

# Winners14

Num Months Winners4
 Dividends

Dividends Received in Model Acct74
 Win / Loss

# Losers10

% Winners58.3%
 Frequency

Avg Position Time (mins)12609.80

Avg Position Time (hrs)210.16

Avg Trade Length8.8 days

Last Trade Ago777
 Leverage

Daily leverage (average)1.22

Daily leverage (max)2.72
 Regression

Alpha0.01

Beta0.06

Treynor Index0.10
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats71.47

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats14.19

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)1.75

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.02

Avg(MAE) / Avg(PL)  All trades11.573

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 strat0.09

Avg(MAE) / Avg(PL)  Winning trades0.811

Avg(MAE) / Avg(PL)  Losing trades1.579

HoldandHope Ratio0.086
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.01630

SD0.15444

Sharpe ratio (Glass type estimate)0.10552

Sharpe ratio (Hedges UMVUE)0.09166

df6.00000

t0.08060

p0.46919

Lowerbound of 95% confidence interval for Sharpe Ratio2.46559

Upperbound of 95% confidence interval for Sharpe Ratio2.66819

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.47506

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.65838
 Statistics related to Sortino ratio

Sortino ratio0.15276

Upside Potential Ratio2.30536

Upside part of mean0.24594

Downside part of mean0.22964

Upside SD0.09532

Downside SD0.10668

N nonnegative terms4.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations7.00000

Mean of predictor0.16283

Mean of criterion0.01630

SD of predictor0.11904

SD of criterion0.15444

Covariance0.01644

r0.89448

b (slope, estimate of beta)1.16046

a (intercept, estimate of alpha)0.17267

Mean Square Error0.00572

DF error5.00000

t(b)4.47348

p(b)0.00328

t(a)1.60365

p(a)0.91515

Lowerbound of 95% confidence interval for beta0.49360

Upperbound of 95% confidence interval for beta1.82732

Lowerbound of 95% confidence interval for alpha0.44945

Upperbound of 95% confidence interval for alpha0.10412

Treynor index (mean / b)0.01404

Jensen alpha (a)0.17267
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00596

SD0.15573

Sharpe ratio (Glass type estimate)0.03827

Sharpe ratio (Hedges UMVUE)0.03324

df6.00000

t0.02923

p0.48881

Lowerbound of 95% confidence interval for Sharpe Ratio2.52947

Upperbound of 95% confidence interval for Sharpe Ratio2.60304

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.53302

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.59950
 Statistics related to Sortino ratio

Sortino ratio0.05432

Upside Potential Ratio2.20130

Upside part of mean0.24151

Downside part of mean0.23555

Upside SD0.09355

Downside SD0.10971

N nonnegative terms4.00000

N negative terms3.00000
 Statistics related to linear regression on benchmark

N of observations7.00000

Mean of predictor0.15573

Mean of criterion0.00596

SD of predictor0.11890

SD of criterion0.15573

Covariance0.01658

r0.89554

b (slope, estimate of beta)1.17293

a (intercept, estimate of alpha)0.17670

Mean Square Error0.00576

DF error5.00000

t(b)4.50025

p(b)0.00320

t(a)1.64594

p(a)0.91965

Lowerbound of 95% confidence interval for beta0.50291

Upperbound of 95% confidence interval for beta1.84294

Lowerbound of 95% confidence interval for alpha0.45268

Upperbound of 95% confidence interval for alpha0.09928

Treynor index (mean / b)0.00508

Jensen alpha (a)0.17670
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07081

Expected Shortfall on VaR0.08798
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04114

Expected Shortfall on VaR0.06965
 ORDER STATISTICS
 Quartiles of return rates

Number of observations7.00000

Minimum0.93446

Quartile 10.96579

Median1.02817

Quartile 31.03630

Maximum1.04270

Mean of quarter 10.94951

Mean of quarter 20.99760

Mean of quarter 31.03141

Mean of quarter 41.04194

Inter Quartile Range0.07051

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 observations2.00000

Minimum0.03795

Quartile 10.04485

Median0.05175

Quartile 30.05864

Maximum0.06554

Mean of quarter 10.03795

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.06554

Inter Quartile Range0.01379

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)0.00597

Compounded annual return (geometric extrapolation)0.00598

Calmar ratio (compounded annual return / max draw down)0.09120

Compounded annual return / average of 25% largest draw downs0.09120

Compounded annual return / Expected Shortfall lognormal0.06794

0.00000

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

Mean0.01376

SD0.12507

Sharpe ratio (Glass type estimate)0.11002

Sharpe ratio (Hedges UMVUE)0.10948

df152.00000

t0.08407

p0.49659

Lowerbound of 95% confidence interval for Sharpe Ratio2.45491

Upperbound of 95% confidence interval for Sharpe Ratio2.67474

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.45535

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.67430
 Statistics related to Sortino ratio

Sortino ratio0.14202

Upside Potential Ratio7.58161

Upside part of mean0.73456

Downside part of mean0.72080

Upside SD0.07845

Downside SD0.09689

N nonnegative terms89.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations153.00000

Mean of predictor0.16498

Mean of criterion0.01376

SD of predictor0.13699

SD of criterion0.12507

Covariance0.01243

r0.72544

b (slope, estimate of beta)0.66231

a (intercept, estimate of alpha)0.06400

Mean Square Error0.00746

DF error151.00000

t(b)12.95160

p(b)0.08270

t(a)0.84268

p(a)0.54352

Lowerbound of 95% confidence interval for beta0.56127

Upperbound of 95% confidence interval for beta0.76334

Lowerbound of 95% confidence interval for alpha0.31943

Upperbound of 95% confidence interval for alpha0.12842

Treynor index (mean / b)0.02078

Jensen alpha (a)0.09550
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.00595

SD0.12552

Sharpe ratio (Glass type estimate)0.04743

Sharpe ratio (Hedges UMVUE)0.04719

df152.00000

t0.03624

p0.49853

Lowerbound of 95% confidence interval for Sharpe Ratio2.51738

Upperbound of 95% confidence interval for Sharpe Ratio2.61223

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.51761

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.61199
 Statistics related to Sortino ratio

Sortino ratio0.06087

Upside Potential Ratio7.48051

Upside part of mean0.73151

Downside part of mean0.72556

Upside SD0.07803

Downside SD0.09779

N nonnegative terms89.00000

N negative terms64.00000
 Statistics related to linear regression on benchmark

N of observations153.00000

Mean of predictor0.15556

Mean of criterion0.00595

SD of predictor0.13751

SD of criterion0.12552

Covariance0.01255

r0.72715

b (slope, estimate of beta)0.66373

a (intercept, estimate of alpha)0.09730

Mean Square Error0.00747

DF error151.00000

t(b)13.01600

p(b)0.08196

t(a)0.85795

p(a)0.54430

Lowerbound of 95% confidence interval for beta0.56298

Upperbound of 95% confidence interval for beta0.76448

Lowerbound of 95% confidence interval for alpha0.32137

Upperbound of 95% confidence interval for alpha0.12677

Treynor index (mean / b)0.00897

Jensen alpha (a)0.09730
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01265

Expected Shortfall on VaR0.01584
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00560

Expected Shortfall on VaR0.01159
 ORDER STATISTICS
 Quartiles of return rates

Number of observations153.00000

Minimum0.96862

Quartile 10.99659

Median1.00060

Quartile 31.00474

Maximum1.01653

Mean of quarter 10.99022

Mean of quarter 20.99905

Mean of quarter 31.00244

Mean of quarter 41.00876

Inter Quartile Range0.00815

Number outliers low7.00000

Percentage of outliers low0.04575

Mean of outliers low0.97871

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)0.33798

VaR(95%) (moments method)0.00980

Expected Shortfall (moments method)0.01759

Extreme Value Index (regression method)0.37590

VaR(95%) (regression method)0.00799

Expected Shortfall (regression method)0.00948
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.00864

Quartile 10.01116

Median0.01288

Quartile 30.07618

Maximum0.09242

Mean of quarter 10.00990

Mean of quarter 20.01288

Mean of quarter 30.07618

Mean of quarter 40.09242

Inter Quartile Range0.06502

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)0.00596

Compounded annual return (geometric extrapolation)0.00597

Calmar ratio (compounded annual return / max draw down)0.06460

Compounded annual return / average of 25% largest draw downs0.06460

Compounded annual return / Expected Shortfall lognormal0.37689

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

Mean0.06532

SD0.13000

Sharpe ratio (Glass type estimate)0.50245

Sharpe ratio (Hedges UMVUE)0.49954

df130.00000

t0.35529

p0.51557

Lowerbound of 95% confidence interval for Sharpe Ratio3.27396

Upperbound of 95% confidence interval for Sharpe Ratio2.27100

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.27202

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.27293
 Statistics related to Sortino ratio

Sortino ratio0.63334

Upside Potential Ratio7.00915

Upside part of mean0.72289

Downside part of mean0.78821

Upside SD0.07843

Downside SD0.10314

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.08815

Mean of criterion0.06532

SD of predictor0.13937

SD of criterion0.13000

Covariance0.01414

r0.78041

b (slope, estimate of beta)0.72795

a (intercept, estimate of alpha)0.12949

Mean Square Error0.00666

DF error129.00000

t(b)14.17580

p(b)0.05969

t(a)1.12122

p(a)0.56244

Lowerbound of 95% confidence interval for beta0.62635

Upperbound of 95% confidence interval for beta0.82956

Lowerbound of 95% confidence interval for alpha0.35799

Upperbound of 95% confidence interval for alpha0.09901

Treynor index (mean / b)0.08973

Jensen alpha (a)0.12949
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.07376

SD0.13051

Sharpe ratio (Glass type estimate)0.56515

Sharpe ratio (Hedges UMVUE)0.56188

df130.00000

t0.39962

p0.51751

Lowerbound of 95% confidence interval for Sharpe Ratio3.33672

Upperbound of 95% confidence interval for Sharpe Ratio2.20848

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.33453

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.21077
 Statistics related to Sortino ratio

Sortino ratio0.70846

Upside Potential Ratio6.91406

Upside part of mean0.71984

Downside part of mean0.79360

Upside SD0.07801

Downside SD0.10411

N nonnegative terms73.00000

N negative terms58.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.07845

Mean of criterion0.07376

SD of predictor0.13999

SD of criterion0.13051

Covariance0.01428

r0.78142

b (slope, estimate of beta)0.72853

a (intercept, estimate of alpha)0.13091

Mean Square Error0.00668

DF error129.00000

t(b)14.22310

p(b)0.05928

t(a)1.13155

p(a)0.56301

VAR (95 Confidence Intrvl)0.01000

Lowerbound of 95% confidence interval for beta0.62718

Upperbound of 95% confidence interval for beta0.82987

Lowerbound of 95% confidence interval for alpha0.35980

Upperbound of 95% confidence interval for alpha0.09799

Treynor index (mean / b)0.10124

Jensen alpha (a)0.13091
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01345

Expected Shortfall on VaR0.01677
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00639

Expected Shortfall on VaR0.01293
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96862

Quartile 10.99627

Median1.00051

Quartile 31.00463

Maximum1.01653

Mean of quarter 10.98936

Mean of quarter 20.99876

Mean of quarter 31.00231

Mean of quarter 41.00865

Inter Quartile Range0.00836

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.97786

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)0.24483

VaR(95%) (moments method)0.01019

Expected Shortfall (moments method)0.01670

Extreme Value Index (regression method)0.47872

VaR(95%) (regression method)0.00866

Expected Shortfall (regression method)0.01003
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00864

Quartile 10.01328

Median0.03316

Quartile 30.07009

Maximum0.08125

Mean of quarter 10.01076

Mean of quarter 20.01450

Mean of quarter 30.05181

Mean of quarter 40.07872

Inter Quartile Range0.05681

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 Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?11

Max Equity Drawdown (num days)115
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.07242

Compounded annual return (geometric extrapolation)0.07110

Calmar ratio (compounded annual return / max draw down)0.87513

Compounded annual return / average of 25% largest draw downs0.90331

Compounded annual return / Expected Shortfall lognormal4.24080
Strategy Description
Strategy Details: To Be Supplied
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.