Gold Survivor Energy Portfolio
(22651544)
Subscription terms. You can subscribe to this system for free.
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  

2006  +0.4%  +10.3%  (4.6%)  +4.9%  +10.9%  
2007  (2.9%)  +4.8%  +2.8%  +1.8%  +6.6%  +11.8%  +1.6%  +8.5%  +6.0%  +6.0%  +5.2%  +5.2%  +74.2% 
2008  +0.9%  +3.7%  +1.0%  +4.5%  (1%)  +6.3%  (2.2%)  +0.1%  +4.0%  +0.2%  +1.9%  (1.3%)  +19.3% 
2009  (4.2%)  +0.2%  (3.2%)  (0.5%)  (1.5%)  (2.5%)  +4.5%  (1.7%)  +0.8%  +3.1%  +4.5%  (0.8%)  (1.6%) 
2010  +0.5%  (0.1%)    (4.3%)  (3.6%)  +1.9%  +3.0%  (0.6%)  (0.8%)  (1.8%)  +0.8%  +2.3%  (2.8%) 
2011  (0.6%)  +0.1%  +0.3%  (0.2%)                  (0.4%) 
2012                          0.0 
2013                          0.0 
2014                          0.0 
2015                          0.0 
2016                          0.0 
2017                          0.0 
2018                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  $100,000  
Buy Power  $247,675  
Cash  $1  
Equity  $1  
Cumulative $  $147,675  
Total System Equity  $247,675  
Margined  $1  
Open P/L  $0  
Data has been delayed by 7 hours for nonsubscribers 
System developer has asked us to delay this information by 7 hours.
Trading Record
Statistics

Strategy began9/16/2006

Suggested Minimum Cap$100,000

Strategy Age (days)4320.57

Age144 months ago

What it tradesFutures

# Trades1973

# Profitable874

% Profitable44.30%

Avg trade duration2.2 hours

Max peaktovalley drawdown14.53%

drawdown periodNov 13, 2008  June 29, 2009

Annual Return (Compounded)6.9%

Avg win$909.97

Avg loss$589.30
 Model Account Values (Raw)

Cash$247,675

Margin Used$0

Buying Power$247,675
 Ratios

W:L ratio1.23:1

Sharpe Ratio0.434

Sortino Ratio0.692

Calmar Ratio0.388
 Return Statistics

Ann Return (w trading costs)6.9%

Ann Return (Compnd, No Fees)8.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$591

Avg Win$910

# Winners874

# Losers1095

% Winners44.4%
 Frequency

Avg Position Time (mins)130.33

Avg Position Time (hrs)2.17

Avg Trade Length0.1 days

Last Trade Ago2656
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.10244

SD0.11234

Sharpe ratio (Glass type estimate)0.91193

Sharpe ratio (Hedges UMVUE)0.90346

df81.00000

t2.38385

p0.00974

Lowerbound of 95% confidence interval for Sharpe Ratio0.14645

Upperbound of 95% confidence interval for Sharpe Ratio1.67200

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14089

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.66604
 Statistics related to Sortino ratio

Sortino ratio2.31076

Upside Potential Ratio3.91585

Upside part of mean0.17360

Downside part of mean0.07116

Upside SD0.10665

Downside SD0.04433

N nonnegative terms31.00000

N negative terms51.00000
 Statistics related to linear regression on benchmark

N of observations82.00000

Mean of predictor0.10087

Mean of criterion0.10244

SD of predictor0.23641

SD of criterion0.11234

Covariance0.00398

r0.14978

b (slope, estimate of beta)0.07117

a (intercept, estimate of alpha)0.10962

Mean Square Error0.01249

DF error80.00000

t(b)1.35496

p(b)0.91038

t(a)2.54456

p(a)0.00643

Lowerbound of 95% confidence interval for beta0.17570

Upperbound of 95% confidence interval for beta0.03336

Lowerbound of 95% confidence interval for alpha0.02389

Upperbound of 95% confidence interval for alpha0.19536

Treynor index (mean / b)1.43939

Jensen alpha (a)0.10962
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.09584

SD0.10891

Sharpe ratio (Glass type estimate)0.88000

Sharpe ratio (Hedges UMVUE)0.87183

df81.00000

t2.30037

p0.01200

Lowerbound of 95% confidence interval for Sharpe Ratio0.11550

Upperbound of 95% confidence interval for Sharpe Ratio1.63926

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.11013

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.63353
 Statistics related to Sortino ratio

Sortino ratio2.12547

Upside Potential Ratio3.72223

Upside part of mean0.16783

Downside part of mean0.07200

Upside SD0.10222

Downside SD0.04509

N nonnegative terms31.00000

N negative terms51.00000
 Statistics related to linear regression on benchmark

N of observations82.00000

Mean of predictor0.07135

Mean of criterion0.09584

SD of predictor0.24625

SD of criterion0.10891

Covariance0.00414

r0.15447

b (slope, estimate of beta)0.06831

a (intercept, estimate of alpha)0.10071

Mean Square Error0.01172

DF error80.00000

t(b)1.39839

p(b)0.91707

t(a)2.42302

p(a)0.00883

Lowerbound of 95% confidence interval for beta0.16553

Upperbound of 95% confidence interval for beta0.02890

Lowerbound of 95% confidence interval for alpha0.01800

Upperbound of 95% confidence interval for alpha0.18343

Treynor index (mean / b)1.40289

Jensen alpha (a)0.10071
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04278

Expected Shortfall on VaR0.05521
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01558

Expected Shortfall on VaR0.03039
 ORDER STATISTICS
 Quartiles of return rates

Number of observations82.00000

Minimum0.95082

Quartile 11.00000

Median1.00000

Quartile 31.02029

Maximum1.12259

Mean of quarter 10.98239

Mean of quarter 21.00000

Mean of quarter 31.00576

Mean of quarter 41.05455

Inter Quartile Range0.02029

Number outliers low5.00000

Percentage of outliers low0.06098

Mean of outliers low0.96045

Number of outliers high10.00000

Percentage of outliers high0.12195

Mean of outliers high1.08007
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)21.72820

VaR(95%) (moments method)0.00010

Expected Shortfall (moments method)0.00010

Extreme Value Index (regression method)0.45537

VaR(95%) (regression method)0.01693

Expected Shortfall (regression method)0.02222
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.01293

Quartile 10.01655

Median0.02181

Quartile 30.05368

Maximum0.10556

Mean of quarter 10.01447

Mean of quarter 20.01744

Mean of quarter 30.03660

Mean of quarter 40.08854

Inter Quartile Range0.03714

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)0.19454

Compounded annual return (geometric extrapolation)0.13173

Calmar ratio (compounded annual return / max draw down)1.24790

Compounded annual return / average of 25% largest draw downs1.48777

Compounded annual return / Expected Shortfall lognormal2.38585

0.00000

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

Mean0.17153

SD0.39509

Sharpe ratio (Glass type estimate)0.43415

Sharpe ratio (Hedges UMVUE)0.43396

df1790.00000

t1.13509

p0.48659

Lowerbound of 95% confidence interval for Sharpe Ratio0.31566

Upperbound of 95% confidence interval for Sharpe Ratio1.18388

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.31581

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.18373
 Statistics related to Sortino ratio

Sortino ratio0.69227

Upside Potential Ratio4.00891

Upside part of mean0.99332

Downside part of mean0.82179

Upside SD0.30778

Downside SD0.24778

N nonnegative terms494.00000

N negative terms1297.00000
 Statistics related to linear regression on benchmark

N of observations1791.00000

Mean of predictor0.22914

Mean of criterion0.17153

SD of predictor0.56659

SD of criterion0.39509

Covariance0.03644

r0.16280

b (slope, estimate of beta)0.11353

a (intercept, estimate of alpha)0.19800

Mean Square Error0.15205

DF error1789.00000

t(b)6.97918

p(b)0.60318

t(a)1.32413

p(a)0.48008

Lowerbound of 95% confidence interval for beta0.14543

Upperbound of 95% confidence interval for beta0.08162

Lowerbound of 95% confidence interval for alpha0.09506

Upperbound of 95% confidence interval for alpha0.49014

Treynor index (mean / b)1.51090

Jensen alpha (a)0.19754
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.09579

SD0.38854

Sharpe ratio (Glass type estimate)0.24654

Sharpe ratio (Hedges UMVUE)0.24643

df1790.00000

t0.64459

p0.49238

Lowerbound of 95% confidence interval for Sharpe Ratio0.50316

Upperbound of 95% confidence interval for Sharpe Ratio0.99620

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.50325

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.99611
 Statistics related to Sortino ratio

Sortino ratio0.34774

Upside Potential Ratio3.45875

Upside part of mean0.95277

Downside part of mean0.85698

Upside SD0.27392

Downside SD0.27547

N nonnegative terms494.00000

N negative terms1297.00000
 Statistics related to linear regression on benchmark

N of observations1791.00000

Mean of predictor0.07206

Mean of criterion0.09579

SD of predictor0.56003

SD of criterion0.38854

Covariance0.03653

r0.16788

b (slope, estimate of beta)0.11647

a (intercept, estimate of alpha)0.10418

Mean Square Error0.14679

DF error1789.00000

t(b)7.20284

p(b)0.60637

t(a)0.71094

p(a)0.48930

Lowerbound of 95% confidence interval for beta0.14818

Upperbound of 95% confidence interval for beta0.08476

Lowerbound of 95% confidence interval for alpha0.18323

Upperbound of 95% confidence interval for alpha0.39160

Treynor index (mean / b)0.82245

Jensen alpha (a)0.10418
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03836

Expected Shortfall on VaR0.04792
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00887

Expected Shortfall on VaR0.02012
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1791.00000

Minimum0.66060

Quartile 10.99969

Median1.00000

Quartile 31.00085

Maximum1.50201

Mean of quarter 10.98778

Mean of quarter 20.99999

Mean of quarter 31.00005

Mean of quarter 41.01523

Inter Quartile Range0.00116

Number outliers low334.00000

Percentage of outliers low0.18649

Mean of outliers low0.98399

Number of outliers high357.00000

Percentage of outliers high0.19933

Mean of outliers high1.01868
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.88405

VaR(95%) (moments method)0.00653

Expected Shortfall (moments method)0.06458

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 observations26.00000

Minimum0.00216

Quartile 10.01343

Median0.05215

Quartile 30.12065

Maximum0.33940

Mean of quarter 10.00792

Mean of quarter 20.02843

Mean of quarter 30.08595

Mean of quarter 40.19268

Inter Quartile Range0.10721

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.03846

Mean of outliers high0.33940
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.14336

VaR(95%) (moments method)0.21593

Expected Shortfall (moments method)0.29678

Extreme Value Index (regression method)0.54656

VaR(95%) (regression method)0.23315

Expected Shortfall (regression method)0.46139
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.19446

Compounded annual return (geometric extrapolation)0.13167

Calmar ratio (compounded annual return / max draw down)0.38796

Compounded annual return / average of 25% largest draw downs0.68337

Compounded annual return / Expected Shortfall lognormal2.74765

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

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)0.00000

Sharpe ratio (Hedges UMVUE)0.00000

df0.00000

t0.00000

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.65913

Mean of criterion0.02791

SD of predictor0.20706

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00000

Mean Square Error0.00000

DF error0.00000

t(b)0.00000

p(b)0.00000

t(a)0.00000

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.00000

Upperbound of 95% confidence interval for alpha0.00000

Treynor index (mean / b)0.00000

Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)9748420000000000.00000

Sharpe ratio (Hedges UMVUE)9692070000000000.00000

df130.00000

t6893170000000000.00000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation10870200000000000.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8513980000000000.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms131.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.63685

Mean of criterion0.02791

SD of predictor0.20816

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.02791

Mean Square Error0.00000

DF error129.00000

t(b)0.00000

p(b)0.50000

t(a)6746250000000000.00000

p(a)1.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.02791

Upperbound of 95% confidence interval for alpha0.02791

Treynor index (mean / b)75954000000000000115889760370688.00000

Jensen alpha (a)0.02791
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00011

Expected Shortfall on VaR0.00011
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00000

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00000

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 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 observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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)0.00000

Compounded annual return (geometric extrapolation)0.00000

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal0.00000
Strategy Description
HISTORICAL RESULTS

Download historical results here:
http://www.coincollector.it/SurvivorEnergyPortfolio_484186.html
http://www.en.coincollector.ea23.com/SurvivorEnergyPortfolio_1754346.html

ADDITIONAL INFORMATION

Subscribe our Blog "Trading Weeks" here:
http://tradingweeks.blogspot.com
See other our C2 trading systems here:
http://coincollectorbloguk.blogspot.com

FEEDS

To read our Blog Trading Week subscribe the following feed:
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http://feeds.feedburner.com/TradingSystemsCollection

SYSTEM FEATURES

Survivor Energy Portfolio works on the Crude Oil (CL), Natural Gas (NG), Gasoline (RB) and Heating Oil (HO) markets. It closes all positions at the end of day. The system work with fixed nonoptimized parameters and only with Stop orders. In order to ensure proper execution of order, only a limited number of subscriptions is allowed.

GOLD SURVIVOR FEATURES

Survivor is a very good system, both intraday and overnight, which can work on a highly diversified futures and stocks portfolio. The Survivor core elements are the volatility breakout, the file pattern that validates it and the little number of parameters (3) which regulate its working.
The highly selective and combined two variables action makes Survivor one of the more robust and versatile systems in its category.
In fact Survivor can operate with profit on many markets and on many time frames. It can also operate both intraday and overnight. It works on fixed nonoptimizied parameters on all the markets, these parameters are never changed and this is an essential condition to guarantee constant and robust results.

OUR OTHER SYSTEMS ON C2

See other our C2 trading systems here:
http://coincollectorbloguk.blogspot.com
Gold Survivor DayTrader: www.collective2.com/go/survivordaytrader
Gold Survivor Intraday Portfolio: www.collective2.com/go/survivorintradayportfolio
Gold Survivor Eurex Brk: www.collective2.com/go/eurexbrk
Gold Survivor Eurex Mini Portfolio: www.collective2.com/go/survivoreurexminiportfolio
Gold Survivor Intraday Dax: www.collective2.com/go/survivordaxintraday
Gold Survivor Intraday Euro Fx: www.collective2.com/go/survivorintraeurofx
Gold Survivor Intraday Mini S&P: www.collective2.com/go/survivores
Sniper Commodity: www.collective2.com/go/snipercommodity
Super Commodity: www.collective2.com/go/supercommodity
Super Mixer: www.collective2.com/go/supermixer
Super Mixer Light: www.collective2.com/go/supermixerlight
Super Forex: www.collective2.com/go/superforex
Super Forex Light: www.collective2.com/go/superforexlight
Super Stocks: www.collective2.com/go/superstocks
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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Strategy is now visible
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Strategy is no longer visible
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(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.