This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
09/13/2016
Most recent certification approved
9/13/16 9:30 ET
Trades at broker
Interactive Brokers (Direct Connection)
Scaling percentage used
100%
# trading signals issued by system since certification
62
# trading signals executed in manager's Interactive Brokers (Direct Connection) account
62
Percent signals followed since 09/13/2016
100%
This information was last updated
7/16/18 13:54 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 09/13/2016,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
Volatility Returns
(101429306)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  09/13/2016 
Most recent certification approved  9/13/16 9:30 ET 
Trades at broker  Interactive Brokers (Direct Connection) 
Scaling percentage used  100% 
# trading signals issued by system since certification  62 
# trading signals executed in manager's Interactive Brokers (Direct Connection) account  62 
Percent signals followed since 09/13/2016  100% 
This information was last updated  7/16/18 13:54 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 09/13/2016, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $49.00 per month.
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  

2016  (0.2%)  +10.2%  +25.3%  (8.6%)  +12.0%  +11.1%  (5.8%)  +5.1%  +22.6%  +13.4%  +115.7%  
2017  +51.4%  +6.1%  +22.2%  +29.8%  (16.9%)  (1.3%)  +24.7%  (45.8%)  +30.5%  +22.6%  +10.4%  +6.6%  +165.8% 
2018  (29.9%)  (3.5%)  (0.3%)  (2.6%)  +10.6%  (0.5%)  +10.9%  (19.8%) 
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  $29,188  
Buy Power  $42,079  
Cash  $1  
Equity  $1  
Cumulative $  $106,455  
Total System Equity  $135,643  
Margined  $1  
Open P/L  $26,908  
Data has been delayed by 60 hours for nonsubscribers 
System developer has asked us to delay this information by 60 hours.
Trading Record
Statistics

Strategy began3/23/2016

Suggested Minimum Cap$15,000

Strategy Age (days)845.37

Age28 months ago

What it tradesStocks

# Trades28

# Profitable15

% Profitable53.60%

Avg trade duration24.3 days

Max peaktovalley drawdown59.55%

drawdown periodMay 16, 2017  Sept 05, 2017

Annual Return (Compounded)92.7%

Avg win$16,693

Avg loss$11,072
 Model Account Values (Raw)

Cash$213,113

Margin Used$197,525

Buying Power$42,079
 Ratios

W:L ratio1.74:1

Sharpe Ratio1.539

Sortino Ratio2.135

Calmar Ratio1.937
 CORRELATION STATISTICS

Correlation to SP5000.33000
 Return Statistics

Ann Return (w trading costs)92.7%

Ann Return (Compnd, No Fees)94.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss68.00%

Chance of 20% account loss43.00%

Chance of 30% account loss24.50%

Chance of 40% account loss9.50%

Chance of 50% account loss2.50%
 Popularity

Popularity (Today)552

Popularity (Last 6 weeks)859

C2 Score12.1
 TradesOwnSystem Certification

Trades Own System?184331

TOS percent100%
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$11,073

Avg Win$16,700

# Winners15

# Losers13

% Winners53.6%
 Frequency

Avg Position Time (mins)34960.10

Avg Position Time (hrs)582.67

Avg Trade Length24.3 days

Last Trade Ago81
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.98162

SD0.67734

Sharpe ratio (Glass type estimate)1.44924

Sharpe ratio (Hedges UMVUE)1.40339

df24.00000

t2.09180

p0.02361

Lowerbound of 95% confidence interval for Sharpe Ratio0.01765

Upperbound of 95% confidence interval for Sharpe Ratio2.85327

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.01136

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.81814
 Statistics related to Sortino ratio

Sortino ratio2.33245

Upside Potential Ratio3.56266

Upside part of mean1.49937

Downside part of mean0.51774

Upside SD0.58619

Downside SD0.42085

N nonnegative terms19.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations25.00000

Mean of predictor0.12822

Mean of criterion0.98162

SD of predictor0.06746

SD of criterion0.67734

Covariance0.01018

r0.22279

b (slope, estimate of beta)2.23689

a (intercept, estimate of alpha)0.69481

Mean Square Error0.45497

DF error23.00000

t(b)1.09599

p(b)0.14221

t(a)1.29724

p(a)0.10371

Lowerbound of 95% confidence interval for beta1.98518

Upperbound of 95% confidence interval for beta6.45897

Lowerbound of 95% confidence interval for alpha0.41318

Upperbound of 95% confidence interval for alpha1.80279

Treynor index (mean / b)0.43883

Jensen alpha (a)0.69481
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.70903

SD0.73911

Sharpe ratio (Glass type estimate)0.95931

Sharpe ratio (Hedges UMVUE)0.92896

df24.00000

t1.38464

p0.08945

Lowerbound of 95% confidence interval for Sharpe Ratio0.43470

Upperbound of 95% confidence interval for Sharpe Ratio2.33423

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.45414

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.31206
 Statistics related to Sortino ratio

Sortino ratio1.30324

Upside Potential Ratio2.48096

Upside part of mean1.34978

Downside part of mean0.64074

Upside SD0.51994

Downside SD0.54405

N nonnegative terms19.00000

N negative terms6.00000
 Statistics related to linear regression on benchmark

N of observations25.00000

Mean of predictor0.12509

Mean of criterion0.70903

SD of predictor0.06717

SD of criterion0.73911

Covariance0.00994

r0.20015

b (slope, estimate of beta)2.20242

a (intercept, estimate of alpha)0.43353

Mean Square Error0.54721

DF error23.00000

t(b)0.97969

p(b)0.16872

t(a)0.74160

p(a)0.23292

Lowerbound of 95% confidence interval for beta2.44807

Upperbound of 95% confidence interval for beta6.85290

Lowerbound of 95% confidence interval for alpha0.77578

Upperbound of 95% confidence interval for alpha1.64284

Treynor index (mean / b)0.32194

Jensen alpha (a)0.43353
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.25313

Expected Shortfall on VaR0.31477
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05518

Expected Shortfall on VaR0.13959
 ORDER STATISTICS
 Quartiles of return rates

Number of observations25.00000

Minimum0.52257

Quartile 11.00508

Median1.11578

Quartile 31.22361

Maximum1.40736

Mean of quarter 10.84863

Mean of quarter 21.06737

Mean of quarter 31.17941

Mean of quarter 41.28036

Inter Quartile Range0.21852

Number outliers low2.00000

Percentage of outliers low0.08000

Mean of outliers low0.59971

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)0.54831

VaR(95%) (regression method)0.26042

Expected Shortfall (regression method)0.79516
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.06561

Quartile 10.13769

Median0.25484

Quartile 30.38033

Maximum0.47743

Mean of quarter 10.06561

Mean of quarter 20.16172

Mean of quarter 30.34797

Mean of quarter 40.47743

Inter Quartile Range0.24264

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)1.74850

Compounded annual return (geometric extrapolation)1.08954

Calmar ratio (compounded annual return / max draw down)2.28209

Compounded annual return / average of 25% largest draw downs2.28209

Compounded annual return / Expected Shortfall lognormal3.46141

0.00000

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

Mean0.87382

SD0.56685

Sharpe ratio (Glass type estimate)1.54152

Sharpe ratio (Hedges UMVUE)1.53940

df546.00000

t2.22737

p0.01316

Lowerbound of 95% confidence interval for Sharpe Ratio0.18130

Upperbound of 95% confidence interval for Sharpe Ratio2.90036

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.17988

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.89893
 Statistics related to Sortino ratio

Sortino ratio2.13509

Upside Potential Ratio8.17083

Upside part of mean3.34404

Downside part of mean2.47022

Upside SD0.39516

Downside SD0.40927

N nonnegative terms286.00000

N negative terms261.00000
 Statistics related to linear regression on benchmark

N of observations547.00000

Mean of predictor0.13119

Mean of criterion0.87382

SD of predictor0.11293

SD of criterion0.56685

Covariance0.02150

r0.33592

b (slope, estimate of beta)1.68619

a (intercept, estimate of alpha)0.65300

Mean Square Error0.28559

DF error545.00000

t(b)8.32596

p(b)0.00000

t(a)1.75998

p(a)0.03949

Lowerbound of 95% confidence interval for beta1.28837

Upperbound of 95% confidence interval for beta2.08401

Lowerbound of 95% confidence interval for alpha0.07577

Upperbound of 95% confidence interval for alpha1.38099

Treynor index (mean / b)0.51822

Jensen alpha (a)0.65261
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.70905

SD0.57581

Sharpe ratio (Glass type estimate)1.23140

Sharpe ratio (Hedges UMVUE)1.22970

df546.00000

t1.77926

p0.03788

Lowerbound of 95% confidence interval for Sharpe Ratio0.12754

Upperbound of 95% confidence interval for Sharpe Ratio2.58929

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.12871

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.58812
 Statistics related to Sortino ratio

Sortino ratio1.63706

Upside Potential Ratio7.54812

Upside part of mean3.26930

Downside part of mean2.56024

Upside SD0.38115

Downside SD0.43313

N nonnegative terms286.00000

N negative terms261.00000
 Statistics related to linear regression on benchmark

N of observations547.00000

Mean of predictor0.12477

Mean of criterion0.70905

SD of predictor0.11312

SD of criterion0.57581

Covariance0.02162

r0.33187

b (slope, estimate of beta)1.68932

a (intercept, estimate of alpha)0.49828

Mean Square Error0.29558

DF error545.00000

t(b)8.21315

p(b)0.00000

t(a)1.32121

p(a)0.09349

Lowerbound of 95% confidence interval for beta1.28529

Upperbound of 95% confidence interval for beta2.09335

Lowerbound of 95% confidence interval for alpha0.24255

Upperbound of 95% confidence interval for alpha1.23912

Treynor index (mean / b)0.41973

Jensen alpha (a)0.49828
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05428

Expected Shortfall on VaR0.06815
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02057

Expected Shortfall on VaR0.04484
 ORDER STATISTICS
 Quartiles of return rates

Number of observations547.00000

Minimum0.83065

Quartile 10.99375

Median1.00170

Quartile 31.01981

Maximum1.18536

Mean of quarter 10.96377

Mean of quarter 20.99889

Mean of quarter 31.01026

Mean of quarter 41.04089

Inter Quartile Range0.02606

Number outliers low33.00000

Percentage of outliers low0.06033

Mean of outliers low0.91237

Number of outliers high20.00000

Percentage of outliers high0.03656

Mean of outliers high1.08707
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.39788

VaR(95%) (moments method)0.02626

Expected Shortfall (moments method)0.05416

Extreme Value Index (regression method)0.04166

VaR(95%) (regression method)0.03059

Expected Shortfall (regression method)0.04685
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations32.00000

Minimum0.00161

Quartile 10.00551

Median0.02898

Quartile 30.09351

Maximum0.56259

Mean of quarter 10.00323

Mean of quarter 20.01578

Mean of quarter 30.05740

Mean of quarter 40.23966

Inter Quartile Range0.08800

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.09375

Mean of outliers high0.41382
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.39870

VaR(95%) (moments method)0.25599

Expected Shortfall (moments method)0.48836

Extreme Value Index (regression method)0.51588

VaR(95%) (regression method)0.30482

Expected Shortfall (regression method)0.69638
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.75217

Compounded annual return (geometric extrapolation)1.08958

Calmar ratio (compounded annual return / max draw down)1.93673

Compounded annual return / average of 25% largest draw downs4.54632

Compounded annual return / Expected Shortfall lognormal15.98740

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

Mean0.55702

SD0.37505

Sharpe ratio (Glass type estimate)1.48518

Sharpe ratio (Hedges UMVUE)1.47660

df130.00000

t1.05018

p0.54586

Lowerbound of 95% confidence interval for Sharpe Ratio4.26008

Upperbound of 95% confidence interval for Sharpe Ratio1.29528

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.25421

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.30101
 Statistics related to Sortino ratio

Sortino ratio1.69712

Upside Potential Ratio4.39227

Upside part of mean1.44160

Downside part of mean1.99862

Upside SD0.18179

Downside SD0.32821

N nonnegative terms48.00000

N negative terms83.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.04873

Mean of criterion0.55702

SD of predictor0.15890

SD of criterion0.37505

Covariance0.01740

r0.29192

b (slope, estimate of beta)0.68902

a (intercept, estimate of alpha)0.59060

Mean Square Error0.12967

DF error129.00000

t(b)3.46652

p(b)0.31683

t(a)1.15950

p(a)0.56454

Lowerbound of 95% confidence interval for beta0.29576

Upperbound of 95% confidence interval for beta1.08228

Lowerbound of 95% confidence interval for alpha1.59836

Upperbound of 95% confidence interval for alpha0.41717

Treynor index (mean / b)0.80842

Jensen alpha (a)0.59060
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.63085

SD0.38886

Sharpe ratio (Glass type estimate)1.62229

Sharpe ratio (Hedges UMVUE)1.61292

df130.00000

t1.14714

p0.55005

Lowerbound of 95% confidence interval for Sharpe Ratio4.39808

Upperbound of 95% confidence interval for Sharpe Ratio1.15954

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.39165

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.16581
 Statistics related to Sortino ratio

Sortino ratio1.82509

Upside Potential Ratio4.12334

Upside part of mean1.42524

Downside part of mean2.05609

Upside SD0.17917

Downside SD0.34565

N nonnegative terms48.00000

N negative terms83.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.03611

Mean of criterion0.63085

SD of predictor0.15972

SD of criterion0.38886

Covariance0.01780

r0.28656

b (slope, estimate of beta)0.69766

a (intercept, estimate of alpha)0.65604

Mean Square Error0.13987

DF error129.00000

t(b)3.39714

p(b)0.32010

t(a)1.24025

p(a)0.56897

Lowerbound of 95% confidence interval for beta0.29134

Upperbound of 95% confidence interval for beta1.10399

Lowerbound of 95% confidence interval for alpha1.70260

Upperbound of 95% confidence interval for alpha0.39052

Treynor index (mean / b)0.90423

Jensen alpha (a)0.65604
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04106

Expected Shortfall on VaR0.05060
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02008

Expected Shortfall on VaR0.04211
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.84518

Quartile 10.99363

Median1.00000

Quartile 31.00792

Maximum1.04950

Mean of quarter 10.97148

Mean of quarter 20.99850

Mean of quarter 31.00225

Mean of quarter 41.01981

Inter Quartile Range0.01429

Number outliers low10.00000

Percentage of outliers low0.07634

Mean of outliers low0.94120

Number of outliers high4.00000

Percentage of outliers high0.03053

Mean of outliers high1.04022
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.43880

VaR(95%) (moments method)0.02467

Expected Shortfall (moments method)0.05258

Extreme Value Index (regression method)0.35207

VaR(95%) (regression method)0.02191

Expected Shortfall (regression method)0.04093
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.00098

Quartile 10.00286

Median0.00475

Quartile 30.21909

Maximum0.43344

Mean of quarter 10.00098

Mean of quarter 20.00475

Mean of quarter 30.00000

Mean of quarter 40.43344

Inter Quartile Range0.21623

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)0.52054

Compounded annual return (geometric extrapolation)0.45280

Calmar ratio (compounded annual return / max draw down)1.04467

Compounded annual return / average of 25% largest draw downs1.04467

Compounded annual return / Expected Shortfall lognormal8.94903
Strategy Description
Through backtested results, our strategy has produced impressive returns for the past 10 years:
2007: 17%
2008: 1564%
2009: 441%
2010: 1963%
2011: 782%
2012: 636%
2013: 112%
2014: 38%
2015: 2%
2016: 268%
Of course, with such massive returns, there are risks. That’s why we would never suggest anyone follow it without at least a 5 year time horizon. There will certainly be plenty of losses along the way. If you can’t handle the losses, then this strategy is not for you. We appreciate that 5 years is a long time horizon, particularly within the world of C2 where people want instant returns. However, to compensate for the long time horizon, we’ve made our strategy extremely affordable so that anyone can afford it over the long term.
Historically, the strategy trades on average less than 2 times per month. With so few trades in comparison to other strategies, you don't necessarily need to be on autotrade in order to keep up with our strategy.
C2 currently mentions that you need $25,000 minimum capital to trade our system. However, that is not accurate and you can trade with significantly less than that as long as you scale appropriately.
Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.
Not available
This feature isn't available under your current Trade Leader Plan.
Strategy is now visible
This strategy is now visible to the public. New subscribers will be able to follow it.
Strategy is no longer visible
This strategy is no longer visible to anyone except current subscribers.
(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)
Finally, please note that you can restore public visibility at any time.
This strategy is no longer visible to the public. No subscribers will be allowed.
You can restore public visibility at any time.
Suggested Minimum Capital
This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.