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
02/01/2017
Most recent certification approved
2/1/17 9:30 ET
Trades at broker
Interactive Brokers (Server 3)
Scaling percentage used
100%
# trading signals issued by system since certification
336
# trading signals executed in manager's Interactive Brokers (Server 3) account
328
Percent signals followed since 02/01/2017
97.6%
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 02/01/2017,
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.
R Option Mini
(109107515)
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  02/01/2017 
Most recent certification approved  2/1/17 9:30 ET 
Trades at broker  Interactive Brokers (Server 3) 
Scaling percentage used  100% 
# trading signals issued by system since certification  336 
# trading signals executed in manager's Interactive Brokers (Server 3) account  328 
Percent signals followed since 02/01/2017  97.6% 
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 02/01/2017, 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 $169.00 per month.
Directional Bets
Uses primarily options to make bets about the direction or magnitude of price movements in assets.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  

2017    +5.1%  +2.5%  +0.6%  +6.1%  (2.1%)  +12.0%  +2.0%  +0.2%  +2.4%  +1.0%  +1.3%  +34.9% 
2018  +3.0%  (20.8%)  (0.4%)  +2.4%  (0.3%)  (0.5%)  +1.7%  (16%) 
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  $60,000  
Buy Power  $73,166  
Cash  $1  
Equity  $1  
Cumulative $  $13,166  
Total System Equity  $73,166  
Margined  $1  
Open P/L  $1,108  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began1/29/2017

Suggested Minimum Cap$35,000

Strategy Age (days)532.88

Age18 months ago

What it tradesOptions

# Trades110

# Profitable90

% Profitable81.80%

Avg trade duration10.1 days

Max peaktovalley drawdown49.23%

drawdown periodJan 29, 2018  Feb 09, 2018

Annual Return (Compounded)8.8%

Avg win$461.13

Avg loss$1,416
 Model Account Values (Raw)

Cash$73,166

Margin Used$0

Buying Power$73,166
 Ratios

W:L ratio1.46:1

Sharpe Ratio0.494

Sortino Ratio0.633

Calmar Ratio0.362
 CORRELATION STATISTICS

Correlation to SP5000.25300
 Return Statistics

Ann Return (w trading costs)8.8%

Ann Return (Compnd, No Fees)14.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss68.00%

Chance of 20% account loss35.00%

Chance of 30% account loss14.00%

Chance of 40% account loss3.00%

Chance of 50% account loss1.00%
 Popularity

Popularity (Today)383

Popularity (Last 6 weeks)822

C2 Score27.2
 TradesOwnSystem Certification

Trades Own System?183865

TOS percent100%
 Subscription Price

Billing Period (days)30

Trial Days7
 Win / Loss

Avg Loss$1,417

Avg Win$461

# Winners90

# Losers20

% Winners81.8%
 Frequency

Avg Position Time (mins)14597.80

Avg Position Time (hrs)243.30

Avg Trade Length10.1 days

Last Trade Ago4
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.12953

SD0.20735

Sharpe ratio (Glass type estimate)0.62471

Sharpe ratio (Hedges UMVUE)0.59488

df16.00000

t0.74355

p0.40862

Lowerbound of 95% confidence interval for Sharpe Ratio1.04544

Upperbound of 95% confidence interval for Sharpe Ratio2.27583

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.06467

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.25443
 Statistics related to Sortino ratio

Sortino ratio0.83949

Upside Potential Ratio1.80083

Upside part of mean0.27786

Downside part of mean0.14833

Upside SD0.13437

Downside SD0.15430

N nonnegative terms13.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.10327

Mean of criterion0.12953

SD of predictor0.06464

SD of criterion0.20735

Covariance0.00568

r0.42410

b (slope, estimate of beta)1.36039

a (intercept, estimate of alpha)0.01096

Mean Square Error0.03761

DF error15.00000

t(b)1.81373

p(b)0.23834

t(a)0.06076

p(a)0.50999

Lowerbound of 95% confidence interval for beta0.23831

Upperbound of 95% confidence interval for beta2.95908

Lowerbound of 95% confidence interval for alpha0.39550

Upperbound of 95% confidence interval for alpha0.37358

Treynor index (mean / b)0.09522

Jensen alpha (a)0.01096
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10725

SD0.21705

Sharpe ratio (Glass type estimate)0.49412

Sharpe ratio (Hedges UMVUE)0.47053

df16.00000

t0.58812

p0.42727

Lowerbound of 95% confidence interval for Sharpe Ratio1.16886

Upperbound of 95% confidence interval for Sharpe Ratio2.14199

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.18422

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.12528
 Statistics related to Sortino ratio

Sortino ratio0.63162

Upside Potential Ratio1.58266

Upside part of mean0.26874

Downside part of mean0.16149

Upside SD0.12832

Downside SD0.16980

N nonnegative terms13.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations17.00000

Mean of predictor0.10067

Mean of criterion0.10725

SD of predictor0.06396

SD of criterion0.21705

Covariance0.00582

r0.41939

b (slope, estimate of beta)1.42328

a (intercept, estimate of alpha)0.03603

Mean Square Error0.04141

DF error15.00000

t(b)1.78922

p(b)0.24106

t(a)0.19083

p(a)0.53132

Lowerbound of 95% confidence interval for beta0.27223

Upperbound of 95% confidence interval for beta3.11879

Lowerbound of 95% confidence interval for alpha0.43845

Upperbound of 95% confidence interval for alpha0.36640

Treynor index (mean / b)0.07536

Jensen alpha (a)0.03603
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08983

Expected Shortfall on VaR0.11311
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01510

Expected Shortfall on VaR0.04024
 ORDER STATISTICS
 Quartiles of return rates

Number of observations17.00000

Minimum0.81961

Quartile 11.00269

Median1.01640

Quartile 31.02642

Maximum1.12433

Mean of quarter 10.96037

Mean of quarter 21.01093

Mean of quarter 31.02182

Mean of quarter 41.07255

Inter Quartile Range0.02373

Number outliers low1.00000

Percentage of outliers low0.05882

Mean of outliers low0.81961

Number of outliers high2.00000

Percentage of outliers high0.11765

Mean of outliers high1.09625
 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)2.27470

VaR(95%) (regression method)0.02432

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.01077

Quartile 10.05535

Median0.09993

Quartile 30.14452

Maximum0.18910

Mean of quarter 10.01077

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.18910

Inter Quartile Range0.08916

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)0.14896

Compounded annual return (geometric extrapolation)0.14472

Calmar ratio (compounded annual return / max draw down)0.76531

Compounded annual return / average of 25% largest draw downs0.76531

Compounded annual return / Expected Shortfall lognormal1.27938

0.00000

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

Mean0.17602

SD0.35562

Sharpe ratio (Glass type estimate)0.49498

Sharpe ratio (Hedges UMVUE)0.49399

df377.00000

t0.59454

p0.27625

Lowerbound of 95% confidence interval for Sharpe Ratio1.13745

Upperbound of 95% confidence interval for Sharpe Ratio2.12681

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.13814

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.12612
 Statistics related to Sortino ratio

Sortino ratio0.63287

Upside Potential Ratio3.81367

Upside part of mean1.06071

Downside part of mean0.88468

Upside SD0.22111

Downside SD0.27813

N nonnegative terms178.00000

N negative terms200.00000
 Statistics related to linear regression on benchmark

N of observations378.00000

Mean of predictor0.12078

Mean of criterion0.17602

SD of predictor0.11121

SD of criterion0.35562

Covariance0.00997

r0.25199

b (slope, estimate of beta)0.80581

a (intercept, estimate of alpha)0.07900

Mean Square Error0.11875

DF error376.00000

t(b)5.04921

p(b)0.00000

t(a)0.27369

p(a)0.39224

Lowerbound of 95% confidence interval for beta0.49201

Upperbound of 95% confidence interval for beta1.11962

Lowerbound of 95% confidence interval for alpha0.48669

Upperbound of 95% confidence interval for alpha0.64409

Treynor index (mean / b)0.21844

Jensen alpha (a)0.07870
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10962

SD0.37007

Sharpe ratio (Glass type estimate)0.29621

Sharpe ratio (Hedges UMVUE)0.29562

df377.00000

t0.35579

p0.36110

Lowerbound of 95% confidence interval for Sharpe Ratio1.33584

Upperbound of 95% confidence interval for Sharpe Ratio1.92792

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.33627

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.92750
 Statistics related to Sortino ratio

Sortino ratio0.36114

Upside Potential Ratio3.41853

Upside part of mean1.03764

Downside part of mean0.92802

Upside SD0.21096

Downside SD0.30353

N nonnegative terms178.00000

N negative terms200.00000
 Statistics related to linear regression on benchmark

N of observations378.00000

Mean of predictor0.11454

Mean of criterion0.10962

SD of predictor0.11166

SD of criterion0.37007

Covariance0.01005

r0.24329

b (slope, estimate of beta)0.80636

a (intercept, estimate of alpha)0.01726

Mean Square Error0.12919

DF error376.00000

t(b)4.86365

p(b)0.00000

t(a)0.05755

p(a)0.47707

Lowerbound of 95% confidence interval for beta0.48036

Upperbound of 95% confidence interval for beta1.13235

Lowerbound of 95% confidence interval for alpha0.57232

Upperbound of 95% confidence interval for alpha0.60683

Treynor index (mean / b)0.13594

Jensen alpha (a)0.01726
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03651

Expected Shortfall on VaR0.04563
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00769

Expected Shortfall on VaR0.01817
 ORDER STATISTICS
 Quartiles of return rates

Number of observations378.00000

Minimum0.78963

Quartile 11.00000

Median1.00000

Quartile 31.00258

Maximum1.16687

Mean of quarter 10.98678

Mean of quarter 21.00000

Mean of quarter 31.00104

Mean of quarter 41.01529

Inter Quartile Range0.00258

Number outliers low41.00000

Percentage of outliers low0.10847

Mean of outliers low0.97069

Number of outliers high55.00000

Percentage of outliers high0.14550

Mean of outliers high1.02330
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.23110

VaR(95%) (moments method)0.00648

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.62743

VaR(95%) (regression method)0.00864

Expected Shortfall (regression method)0.03297
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations28.00000

Minimum0.00005

Quartile 10.00086

Median0.00354

Quartile 30.02193

Maximum0.40758

Mean of quarter 10.00015

Mean of quarter 20.00235

Mean of quarter 30.01084

Mean of quarter 40.10083

Inter Quartile Range0.02107

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.07143

Mean of outliers high0.24173
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.77281

VaR(95%) (moments method)0.10347

Expected Shortfall (moments method)0.46428

Extreme Value Index (regression method)1.47862

VaR(95%) (regression method)0.09036

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.15212

Compounded annual return (geometric extrapolation)0.14743

Calmar ratio (compounded annual return / max draw down)0.36172

Compounded annual return / average of 25% largest draw downs1.46210

Compounded annual return / Expected Shortfall lognormal3.23086

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

Mean0.20164

SD0.56265

Sharpe ratio (Glass type estimate)0.35838

Sharpe ratio (Hedges UMVUE)0.35631

df130.00000

t0.25341

p0.51111

Lowerbound of 95% confidence interval for Sharpe Ratio3.12993

Upperbound of 95% confidence interval for Sharpe Ratio2.41437

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.12845

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.41583
 Statistics related to Sortino ratio

Sortino ratio0.44629

Upside Potential Ratio3.06699

Upside part of mean1.38574

Downside part of mean1.58739

Upside SD0.33192

Downside SD0.45182

N nonnegative terms34.00000

N negative terms97.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00362

Mean of criterion0.20164

SD of predictor0.16441

SD of criterion0.56265

Covariance0.01742

r0.18833

b (slope, estimate of beta)0.64451

a (intercept, estimate of alpha)0.19931

Mean Square Error0.30772

DF error129.00000

t(b)2.17795

p(b)0.38082

t(a)0.25406

p(a)0.51424

Lowerbound of 95% confidence interval for beta0.05902

Upperbound of 95% confidence interval for beta1.23001

Lowerbound of 95% confidence interval for alpha1.75146

Upperbound of 95% confidence interval for alpha1.35283

Treynor index (mean / b)0.31286

Jensen alpha (a)0.19931
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.36834

SD0.58895

Sharpe ratio (Glass type estimate)0.62543

Sharpe ratio (Hedges UMVUE)0.62181

df130.00000

t0.44224

p0.51938

Lowerbound of 95% confidence interval for Sharpe Ratio3.39719

Upperbound of 95% confidence interval for Sharpe Ratio2.14851

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.39465

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.15102
 Statistics related to Sortino ratio

Sortino ratio0.74220

Upside Potential Ratio2.68901

Upside part of mean1.33451

Downside part of mean1.70286

Upside SD0.31374

Downside SD0.49628

N nonnegative terms34.00000

N negative terms97.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.01712

Mean of criterion0.36834

SD of predictor0.16524

SD of criterion0.58895

Covariance0.01758

r0.18063

b (slope, estimate of beta)0.64380

a (intercept, estimate of alpha)0.35732

Mean Square Error0.33814

DF error129.00000

t(b)2.08587

p(b)0.38564

t(a)0.43450

p(a)0.52433

Lowerbound of 95% confidence interval for beta0.03313

Upperbound of 95% confidence interval for beta1.25448

Lowerbound of 95% confidence interval for alpha1.98443

Upperbound of 95% confidence interval for alpha1.26978

Treynor index (mean / b)0.57214

Jensen alpha (a)0.35732
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05942

Expected Shortfall on VaR0.07352
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01739

Expected Shortfall on VaR0.03921
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.78963

Quartile 11.00000

Median1.00000

Quartile 31.00018

Maximum1.16687

Mean of quarter 10.97626

Mean of quarter 21.00000

Mean of quarter 31.00001

Mean of quarter 41.02110

Inter Quartile Range0.00018

Number outliers low25.00000

Percentage of outliers low0.19084

Mean of outliers low0.96867

Number of outliers high31.00000

Percentage of outliers high0.23664

Mean of outliers high1.02245
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.63143

VaR(95%) (moments method)0.00752

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.23949

VaR(95%) (regression method)0.01273

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations4.00000

Minimum0.00008

Quartile 10.00117

Median0.00230

Quartile 30.10419

Maximum0.40758

Mean of quarter 10.00008

Mean of quarter 20.00153

Mean of quarter 30.00306

Mean of quarter 40.40758

Inter Quartile Range0.10302

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.25000

Mean of outliers high0.40758
 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)0.31304

Compounded annual return (geometric extrapolation)0.28854

Calmar ratio (compounded annual return / max draw down)0.70794

Compounded annual return / average of 25% largest draw downs0.70794

Compounded annual return / Expected Shortfall lognormal3.92443
Strategy Description
The Strategy is managed by Mario Randholm, CEO of Randholm & Co., an investment management company dedicated to managing capital for its clients and employees by adhering to mathematical and statistical methods.
This strategy is a similar to "R Option" designed to enjoy similar signal origination. Entries and exits may differ from "R Option" based on market conditions, leverage and margin requirements.
Commentary:
http://www.mariorandholm.com/2017/01/01/roption/
Description and Performance of R Option:
https://randbots.com/details/102125034
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.