foxre
(134255487)
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  

2021  (0.2%)  (2.6%)  +10.9%  +0.4%  (0.6%)  +5.6%  +3.7%  (1.4%)  +1.8%  +4.4%  +23.2% 
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  $40,000  
Buy Power  $50,849  
Cash  $50,849  
Equity  $0  
Cumulative $  $10,849  
Total System Equity  $50,849  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began2/24/2021

Suggested Minimum Cap$50,000

Strategy Age (days)276.47

Age9 months ago

What it tradesForex

# Trades153

# Profitable73

% Profitable47.70%

Avg trade duration1.3 days

Max peaktovalley drawdown7.87%

drawdown periodOct 26, 2021  Nov 15, 2021

Cumul. Return23.2%

Avg win$376.74

Avg loss$208.16
 Model Account Values (Raw)

Cash$50,849

Margin Used$0

Buying Power$50,849
 Ratios

W:L ratio1.65:1

Sharpe Ratio1.46

Sortino Ratio2.84

Calmar Ratio5.318
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)6.13%

Correlation to SP5000.02680

Return Percent SP500 (cumu) during strategy life17.05%
 Verified

C2Star2
 Return Statistics

Ann Return (w trading costs)31.3%
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy lifen/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.232%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)37.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss3.00%

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)762

Popularity (Last 6 weeks)902
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score938

Popularity (7 days, Percentile 1000 scale)861
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$208

Avg Win$377

Sum Trade PL (losers)$16,653.000
 Age

Num Months filled monthly returns table10
 Win / Loss

Sum Trade PL (winners)$27,502.000

# Winners73

Num Months Winners7
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers80

% Winners47.7%
 Frequency

Avg Position Time (mins)1808.00

Avg Position Time (hrs)30.13

Avg Trade Length1.3 days

Last Trade Ago5
 Leverage

Daily leverage (average)2.58

Daily leverage (max)12.27
 Regression

Alpha0.08

Beta0.04

Treynor Index2.15
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.57

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades3.210

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 trades0.453

Avg(MAE) / Avg(PL)  Losing trades1.292

HoldandHope Ratio0.308
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.31301

SD0.19922

Sharpe ratio (Glass type estimate)1.57118

Sharpe ratio (Hedges UMVUE)1.41831

df8.00000

t1.36068

p0.10535

Lowerbound of 95% confidence interval for Sharpe Ratio0.85846

Upperbound of 95% confidence interval for Sharpe Ratio3.91436

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.94916

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.78577
 Statistics related to Sortino ratio

Sortino ratio4.87911

Upside Potential Ratio6.52571

Upside part of mean0.41865

Downside part of mean0.10564

Upside SD0.19831

Downside SD0.06415

N nonnegative terms6.00000

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

N of observations9.00000

Mean of predictor0.18528

Mean of criterion0.31301

SD of predictor0.05871

SD of criterion0.19922

Covariance0.00921

r0.78711

b (slope, estimate of beta)2.67078

a (intercept, estimate of alpha)0.18183

Mean Square Error0.01726

DF error7.00000

t(b)3.37618

p(b)0.00591

t(a)0.86204

p(a)0.79139

Lowerbound of 95% confidence interval for beta0.80020

Upperbound of 95% confidence interval for beta4.54136

Lowerbound of 95% confidence interval for alpha0.68061

Upperbound of 95% confidence interval for alpha0.31695

Treynor index (mean / b)0.11720

Jensen alpha (a)0.18183
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29207

SD0.18978

Sharpe ratio (Glass type estimate)1.53899

Sharpe ratio (Hedges UMVUE)1.38925

df8.00000

t1.33280

p0.10965

Lowerbound of 95% confidence interval for Sharpe Ratio0.88504

Upperbound of 95% confidence interval for Sharpe Ratio3.87803

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.97408

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.75258
 Statistics related to Sortino ratio

Sortino ratio4.45689

Upside Potential Ratio6.09738

Upside part of mean0.39957

Downside part of mean0.10750

Upside SD0.18662

Downside SD0.06553

N nonnegative terms6.00000

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

N of observations9.00000

Mean of predictor0.18197

Mean of criterion0.29207

SD of predictor0.05734

SD of criterion0.18978

Covariance0.00840

r0.77153

b (slope, estimate of beta)2.55338

a (intercept, estimate of alpha)0.17258

Mean Square Error0.01666

DF error7.00000

t(b)3.20853

p(b)0.00744

t(a)0.83047

p(a)0.78316

Lowerbound of 95% confidence interval for beta0.67158

Upperbound of 95% confidence interval for beta4.43518

Lowerbound of 95% confidence interval for alpha0.66397

Upperbound of 95% confidence interval for alpha0.31882

Treynor index (mean / b)0.11439

Jensen alpha (a)0.17258
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06366

Expected Shortfall on VaR0.08466
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01538

Expected Shortfall on VaR0.03261
 ORDER STATISTICS
 Quartiles of return rates

Number of observations9.00000

Minimum0.95115

Quartile 10.99439

Median1.02647

Quartile 31.03787

Maximum1.15102

Mean of quarter 10.97592

Mean of quarter 21.01728

Mean of quarter 31.03697

Mean of quarter 41.10972

Inter Quartile Range0.04348

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.11111

Mean of outliers high1.15102
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)3.23744

VaR(95%) (moments method)0.01769

Expected Shortfall (moments method)0.01776

Extreme Value Index (regression method)0.35076

VaR(95%) (regression method)0.05830

Expected Shortfall (regression method)0.11932
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00561

Quartile 10.01170

Median0.01779

Quartile 30.03332

Maximum0.04885

Mean of quarter 10.00561

Mean of quarter 20.01779

Mean of quarter 30.00000

Mean of quarter 40.04885

Inter Quartile Range0.02162

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)0.36163

Compounded annual return (geometric extrapolation)0.37709

Calmar ratio (compounded annual return / max draw down)7.71940

Compounded annual return / average of 25% largest draw downs7.71940

Compounded annual return / Expected Shortfall lognormal4.45417

0.00000

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

Mean0.30294

SD0.15295

Sharpe ratio (Glass type estimate)1.98065

Sharpe ratio (Hedges UMVUE)1.97306

df196.00000

t1.71747

p0.43912

Lowerbound of 95% confidence interval for Sharpe Ratio0.29063

Upperbound of 95% confidence interval for Sharpe Ratio4.24694

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.29566

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.24178
 Statistics related to Sortino ratio

Sortino ratio4.03499

Upside Potential Ratio11.90230

Upside part of mean0.89359

Downside part of mean0.59066

Upside SD0.13412

Downside SD0.07508

N nonnegative terms89.00000

N negative terms108.00000
 Statistics related to linear regression on benchmark

N of observations197.00000

Mean of predictor0.18897

Mean of criterion0.30294

SD of predictor0.12229

SD of criterion0.15295

Covariance0.00081

r0.04340

b (slope, estimate of beta)0.05428

a (intercept, estimate of alpha)0.31300

Mean Square Error0.02347

DF error195.00000

t(b)0.60659

p(b)0.52762

t(a)1.76470

p(a)0.42039

Lowerbound of 95% confidence interval for beta0.23076

Upperbound of 95% confidence interval for beta0.12220

Lowerbound of 95% confidence interval for alpha0.03683

Upperbound of 95% confidence interval for alpha0.66321

Treynor index (mean / b)5.58101

Jensen alpha (a)0.31319
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.29126

SD0.15142

Sharpe ratio (Glass type estimate)1.92352

Sharpe ratio (Hedges UMVUE)1.91615

df196.00000

t1.66794

p0.44085

Lowerbound of 95% confidence interval for Sharpe Ratio0.34720

Upperbound of 95% confidence interval for Sharpe Ratio4.18941

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.35209

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.18439
 Statistics related to Sortino ratio

Sortino ratio3.85376

Upside Potential Ratio11.70590

Upside part of mean0.88469

Downside part of mean0.59344

Upside SD0.13200

Downside SD0.07558

N nonnegative terms89.00000

N negative terms108.00000
 Statistics related to linear regression on benchmark

N of observations197.00000

Mean of predictor0.18144

Mean of criterion0.29126

SD of predictor0.12237

SD of criterion0.15142

Covariance0.00080

r0.04328

b (slope, estimate of beta)0.05356

a (intercept, estimate of alpha)0.30097

Mean Square Error0.02300

DF error195.00000

t(b)0.60496

p(b)0.52755

t(a)1.71359

p(a)0.42265

Lowerbound of 95% confidence interval for beta0.22816

Upperbound of 95% confidence interval for beta0.12104

Lowerbound of 95% confidence interval for alpha0.04542

Upperbound of 95% confidence interval for alpha0.64737

Treynor index (mean / b)5.43823

Jensen alpha (a)0.30097
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01417

Expected Shortfall on VaR0.01801
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00550

Expected Shortfall on VaR0.01065
 ORDER STATISTICS
 Quartiles of return rates

Number of observations197.00000

Minimum0.97709

Quartile 10.99721

Median1.00000

Quartile 31.00389

Maximum1.05124

Mean of quarter 10.99231

Mean of quarter 20.99902

Mean of quarter 31.00129

Mean of quarter 41.01261

Inter Quartile Range0.00668

Number outliers low6.00000

Percentage of outliers low0.03046

Mean of outliers low0.98201

Number of outliers high14.00000

Percentage of outliers high0.07107

Mean of outliers high1.02607
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.09418

VaR(95%) (moments method)0.00700

Expected Shortfall (moments method)0.01011

Extreme Value Index (regression method)0.00989

VaR(95%) (regression method)0.00673

Expected Shortfall (regression method)0.00920
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00158

Quartile 10.00278

Median0.00876

Quartile 30.02225

Maximum0.07070

Mean of quarter 10.00184

Mean of quarter 20.00571

Mean of quarter 30.01526

Mean of quarter 40.05365

Inter Quartile Range0.01947

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.18750

Mean of outliers high0.06151
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)20.96670

VaR(95%) (moments method)0.05245

Expected Shortfall (moments method)0.05245

Extreme Value Index (regression method)1.43987

VaR(95%) (regression method)0.06713

Expected Shortfall (regression method)0.06976
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.36072

Compounded annual return (geometric extrapolation)0.37598

Calmar ratio (compounded annual return / max draw down)5.31826

Compounded annual return / average of 25% largest draw downs7.00754

Compounded annual return / Expected Shortfall lognormal20.87130

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

Mean0.26613

SD0.15140

Sharpe ratio (Glass type estimate)1.75788

Sharpe ratio (Hedges UMVUE)1.74772

df130.00000

t1.24301

p0.44581

Lowerbound of 95% confidence interval for Sharpe Ratio1.02542

Upperbound of 95% confidence interval for Sharpe Ratio4.53464

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.03222

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.52765
 Statistics related to Sortino ratio

Sortino ratio3.87167

Upside Potential Ratio11.56340

Upside part of mean0.79486

Downside part of mean0.52872

Upside SD0.13524

Downside SD0.06874

N nonnegative terms54.00000

N negative terms77.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15696

Mean of criterion0.26613

SD of predictor0.10630

SD of criterion0.15140

Covariance0.00102

r0.06347

b (slope, estimate of beta)0.09040

a (intercept, estimate of alpha)0.28032

Mean Square Error0.02301

DF error129.00000

t(b)0.72234

p(b)0.54038

t(a)1.30142

p(a)0.42768

Lowerbound of 95% confidence interval for beta0.33801

Upperbound of 95% confidence interval for beta0.15721

Lowerbound of 95% confidence interval for alpha0.14585

Upperbound of 95% confidence interval for alpha0.70649

Treynor index (mean / b)2.94399

Jensen alpha (a)0.28032
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.25479

SD0.14954

Sharpe ratio (Glass type estimate)1.70388

Sharpe ratio (Hedges UMVUE)1.69403

df130.00000

t1.20482

p0.44746

Lowerbound of 95% confidence interval for Sharpe Ratio1.07881

Upperbound of 95% confidence interval for Sharpe Ratio4.48014

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.08542

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.47347
 Statistics related to Sortino ratio

Sortino ratio3.68238

Upside Potential Ratio11.35740

Upside part of mean0.78584

Downside part of mean0.53105

Upside SD0.13286

Downside SD0.06919

N nonnegative terms54.00000

N negative terms77.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15128

Mean of criterion0.25479

SD of predictor0.10647

SD of criterion0.14954

Covariance0.00101

r0.06341

b (slope, estimate of beta)0.08907

a (intercept, estimate of alpha)0.26827

Mean Square Error0.02244

DF error129.00000

t(b)0.72168

p(b)0.54034

t(a)1.26131

p(a)0.42988

VAR (95 Confidence Intrvl)0.01400

Lowerbound of 95% confidence interval for beta0.33325

Upperbound of 95% confidence interval for beta0.15512

Lowerbound of 95% confidence interval for alpha0.15254

Upperbound of 95% confidence interval for alpha0.68908

Treynor index (mean / b)2.86068

Jensen alpha (a)0.26827
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01412

Expected Shortfall on VaR0.01792
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00513

Expected Shortfall on VaR0.00996
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97709

Quartile 10.99805

Median1.00000

Quartile 31.00201

Maximum1.05124

Mean of quarter 10.99307

Mean of quarter 20.99916

Mean of quarter 31.00073

Mean of quarter 41.01151

Inter Quartile Range0.00396

Number outliers low9.00000

Percentage of outliers low0.06870

Mean of outliers low0.98705

Number of outliers high13.00000

Percentage of outliers high0.09924

Mean of outliers high1.02183
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.35773

VaR(95%) (moments method)0.00556

Expected Shortfall (moments method)0.00680

Extreme Value Index (regression method)0.03883

VaR(95%) (regression method)0.00694

Expected Shortfall (regression method)0.01027
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations11.00000

Minimum0.00158

Quartile 10.00240

Median0.01332

Quartile 30.02517

Maximum0.07070

Mean of quarter 10.00170

Mean of quarter 20.00810

Mean of quarter 30.01943

Mean of quarter 40.05080

Inter Quartile Range0.02277

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.09091

Mean of outliers high0.07070
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)8.63028

VaR(95%) (moments method)0.05349

Expected Shortfall (moments method)0.05349

Extreme Value Index (regression method)1.17491

VaR(95%) (regression method)0.08020

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.08502

Strat Max DD how much worse than SP500 max DD during strat life?297983000

Max Equity Drawdown (num days)20
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.30366

Compounded annual return (geometric extrapolation)0.32671

Calmar ratio (compounded annual return / max draw down)4.62134

Compounded annual return / average of 25% largest draw downs6.43115

Compounded annual return / Expected Shortfall lognormal18.23600
Strategy Description
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
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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.
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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.