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Featured Strategy MT3 Algotrading Trades-Own-Strategy Certified Trades-Own-Strategy Certification Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Trades-Own-Strategy Certification

This system has earned Trades-Own-Strategy (TOS) Certification. This means that the manager of this system trades his own strategy in a real-life, funded brokerage account.

Trades-Own-Strategy (TOS) Certification Details
Certification process started 09/20/2024
Most recent certification approved 9/20/24 5:40 ET
Trades at broker Interactive Brokers (Server 3)
Scaling percentage used 100%
# trading signals issued by system since certification 352
# trading signals executed in manager's Interactive Brokers (Server 3) account 352
Percent signals followed since 09/20/2024 100%
This information was last updated 12/4/24 14:34 ET

Warning: System trading results are still hypothetical.

Even though the system developer is currently trading his own system in a real-life 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 09/20/2024, 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. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.

Zero Sum G
(149325057)

Powered by BrokerTransmit.
Read important disclosures.

Created by: ZeroSPX ZeroSPX
Started: 09/2024
Stocks
Last trade: 7 days ago
Trading style: Equity Trend-following Momentum

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $20.00 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.

Trading Category: Equity
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
27.8%
Cumul. Return

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 marked-to-market equity calculations.

All results are hypothetical.

(10.6%)
Max Drawdown
134
Num Trades
61.2%
Win Trades
2.5 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                        (4.3%)+30.0%(0.1%)+2.8%+27.8%

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.

System developer has asked us to delay this information by 168 hours.

Trading Record

This strategy has placed 349 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
11/27/24 12:45 @MNQZ4 MICRO E-MINI NASDAQ 100 LONG 3 20722.00 11/27 13:07 20752.00 n/a $177
Includes Typical Broker Commissions trade costs of $2.82
10/18/24 9:33 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 200 35.80 11/27 12:31 33.87 0.72%
Trade id #149694396
Max drawdown($886)
Time11/11/24 0:00
Quant open200
Worst price31.37
Drawdown as % of equity-0.72%
 ($390)
Includes Typical Broker Commissions trade costs of $4.00
11/27/24 9:50 @MNQZ4 MICRO E-MINI NASDAQ 100 LONG 3 20887.75 11/27 10:15 20797.75 0.44%
Trade id #150193953
Max drawdown($549)
Time11/27/24 10:15
Quant open3
Worst price20796.20
Drawdown as % of equity-0.44%
 ($543)
Includes Typical Broker Commissions trade costs of $2.82
11/27/24 5:20 QMGCG5 E-Micro Gold LONG 2 2674.1 11/27 7:38 2679.1 0.05%
Trade id #150192307
Max drawdown($61)
Time11/27/24 6:12
Quant open1
Worst price2667.6
Drawdown as % of equity-0.05%
 $99
Includes Typical Broker Commissions trade costs of $1.40
11/27/24 5:20 QGCG5 Gold 100 oz LONG 2 2674.1 11/27 7:38 2679.1 0.52%
Trade id #150192305
Max drawdown($640)
Time11/27/24 6:12
Quant open1
Worst price2667.3
Drawdown as % of equity-0.52%
 $984
Includes Typical Broker Commissions trade costs of $16.00
10/14/24 11:10 SQQQ PROSHARES ULTRAPRO SHORT QQQ SHORT 12,539 7.01 10/18 9:33 7.11 1.94%
Trade id #149653087
Max drawdown($2,317)
Time10/16/24 0:00
Quant open5,471
Worst price7.43
Drawdown as % of equity-1.94%
 ($1,302)
Includes Typical Broker Commissions trade costs of $12.50
10/15/24 15:04 SSO PROSHARES ULTRA S&P 500 LONG 948 91.67 10/18 9:07 92.04 0.16%
Trade id #149666529
Max drawdown($194)
Time10/15/24 15:35
Quant open710
Worst price91.40
Drawdown as % of equity-0.16%
 $333
Includes Typical Broker Commissions trade costs of $18.96
10/14/24 11:25 UPRO PROSHARES ULTRAPRO S&P 500 LONG 1,500 89.61 10/18 9:06 89.45 0.5%
Trade id #149653199
Max drawdown($631)
Time10/15/24 0:00
Quant open300
Worst price87.71
Drawdown as % of equity-0.50%
 ($259)
Includes Typical Broker Commissions trade costs of $30.00
10/15/24 15:55 TECL DIREXION DAILY TECHNOLOGY BULL LONG 374 89.95 10/17 9:36 91.93 0.63%
Trade id #149667216
Max drawdown($757)
Time10/16/24 0:00
Quant open374
Worst price87.92
Drawdown as % of equity-0.63%
 $732
Includes Typical Broker Commissions trade costs of $7.48
10/14/24 13:06 UDOW PROSHARES ULTRAPRO DOW30 LONG 1,866 99.69 10/17 9:36 100.07 1.29%
Trade id #149654959
Max drawdown($1,621)
Time10/15/24 0:00
Quant open618
Worst price98.18
Drawdown as % of equity-1.29%
 $673
Includes Typical Broker Commissions trade costs of $33.64
10/15/24 12:21 TECL DIREXION DAILY TECHNOLOGY BULL LONG 370 91.36 10/15 13:28 90.58 0.27%
Trade id #149665135
Max drawdown($329)
Time10/15/24 13:28
Quant open370
Worst price90.47
Drawdown as % of equity-0.27%
 ($296)
Includes Typical Broker Commissions trade costs of $7.40
10/14/24 13:25 SSO PROSHARES ULTRA S&P 500 LONG 708 93.04 10/15 10:40 92.64 0.31%
Trade id #149655056
Max drawdown($378)
Time10/15/24 10:40
Quant open472
Worst price92.24
Drawdown as % of equity-0.31%
 ($301)
Includes Typical Broker Commissions trade costs of $14.16
10/14/24 11:12 UDOW PROSHARES ULTRAPRO DOW30 LONG 619 100.10 10/14 12:36 100.48 0.05%
Trade id #149653094
Max drawdown($57)
Time10/14/24 11:24
Quant open308
Worst price99.91
Drawdown as % of equity-0.05%
 $228
Includes Typical Broker Commissions trade costs of $8.69
10/14/24 9:38 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 1,000 7.03 10/14 11:10 7.05 0.08%
Trade id #149651743
Max drawdown($100)
Time10/14/24 10:00
Quant open1,000
Worst price6.93
Drawdown as % of equity-0.08%
 $15
Includes Typical Broker Commissions trade costs of $5.00
10/14/24 11:00 UDOW PROSHARES ULTRAPRO DOW30 LONG 311 99.72 10/14 11:09 99.92 0.02%
Trade id #149652956
Max drawdown($24)
Time10/14/24 11:05
Quant open311
Worst price99.64
Drawdown as % of equity-0.02%
 $56
Includes Typical Broker Commissions trade costs of $6.22
10/11/24 11:00 SSO PROSHARES ULTRA S&P 500 LONG 953 91.82 10/14 9:59 92.84 0.07%
Trade id #149638669
Max drawdown($78)
Time10/11/24 13:19
Quant open478
Worst price91.34
Drawdown as % of equity-0.07%
 $957
Includes Typical Broker Commissions trade costs of $12.03
10/9/24 15:07 SQQQ PROSHARES ULTRAPRO SHORT QQQ SHORT 6,068 7.20 10/14 9:38 7.03 0.67%
Trade id #149620589
Max drawdown($788)
Time10/10/24 0:00
Quant open6,068
Worst price7.33
Drawdown as % of equity-0.67%
 $1,027
Includes Typical Broker Commissions trade costs of $5.00
10/11/24 11:25 UPRO PROSHARES ULTRAPRO S&P 500 LONG 600 88.10 10/14 9:38 89.32 0.27%
Trade id #149638907
Max drawdown($326)
Time10/11/24 12:55
Quant open600
Worst price87.56
Drawdown as % of equity-0.27%
 $721
Includes Typical Broker Commissions trade costs of $8.50
10/11/24 11:25 UDOW PROSHARES ULTRAPRO DOW30 LONG 936 98.79 10/14 9:37 98.82 0.38%
Trade id #149638905
Max drawdown($460)
Time10/11/24 12:28
Quant open623
Worst price98.24
Drawdown as % of equity-0.38%
 $19
Includes Typical Broker Commissions trade costs of $14.99
10/11/24 11:19 TECL DIREXION DAILY TECHNOLOGY BULL LONG 362 92.50 10/14 6:17 93.80 0.13%
Trade id #149638846
Max drawdown($159)
Time10/11/24 12:54
Quant open362
Worst price92.06
Drawdown as % of equity-0.13%
 $464
Includes Typical Broker Commissions trade costs of $7.24
10/10/24 14:00 TECL DIREXION DAILY TECHNOLOGY BULL LONG 288 91.99 10/11 10:19 92.85 0.25%
Trade id #149631297
Max drawdown($295)
Time10/10/24 14:43
Quant open288
Worst price90.96
Drawdown as % of equity-0.25%
 $243
Includes Typical Broker Commissions trade costs of $5.76
10/9/24 12:30 SSO PROSHARES ULTRA S&P 500 LONG 962 90.75 10/11 10:19 91.65 0.48%
Trade id #149619018
Max drawdown($564)
Time10/10/24 0:00
Quant open962
Worst price90.16
Drawdown as % of equity-0.48%
 $857
Includes Typical Broker Commissions trade costs of $12.12
10/9/24 12:25 UDOW PROSHARES ULTRAPRO DOW30 LONG 1,270 96.62 10/11 10:16 97.59 0.34%
Trade id #149618954
Max drawdown($402)
Time10/9/24 13:53
Quant open634
Worst price96.10
Drawdown as % of equity-0.34%
 $1,208
Includes Typical Broker Commissions trade costs of $21.55
10/9/24 11:00 UPRO PROSHARES ULTRAPRO S&P 500 LONG 900 86.66 10/11 10:16 87.87 0.15%
Trade id #149617084
Max drawdown($175)
Time10/10/24 0:00
Quant open300
Worst price86.05
Drawdown as % of equity-0.15%
 $1,070
Includes Typical Broker Commissions trade costs of $14.50
10/10/24 11:33 TECL DIREXION DAILY TECHNOLOGY BULL SHORT 150 92.37 10/10 14:00 91.62 0.1%
Trade id #149628737
Max drawdown($114)
Time10/10/24 12:17
Quant open150
Worst price93.13
Drawdown as % of equity-0.10%
 $110
Includes Typical Broker Commissions trade costs of $3.00
10/10/24 10:10 TECL DIREXION DAILY TECHNOLOGY BULL LONG 294 91.25 10/10 11:33 92.19 0.04%
Trade id #149627892
Max drawdown($44)
Time10/10/24 10:36
Quant open294
Worst price91.10
Drawdown as % of equity-0.04%
 $270
Includes Typical Broker Commissions trade costs of $5.88
10/8/24 15:50 TECL DIREXION DAILY TECHNOLOGY BULL SHORT 75 89.59 10/10 10:10 91.25 0.22%
Trade id #149609738
Max drawdown($248)
Time10/9/24 0:00
Quant open75
Worst price92.90
Drawdown as % of equity-0.22%
 ($127)
Includes Typical Broker Commissions trade costs of $1.50
10/8/24 15:39 SQQQ PROSHARES ULTRAPRO SHORT QQQ LONG 1,000 7.32 10/9 15:07 7.20 0.14%
Trade id #149609550
Max drawdown($160)
Time10/9/24 14:29
Quant open1,000
Worst price7.16
Drawdown as % of equity-0.14%
 ($125)
Includes Typical Broker Commissions trade costs of $5.00
10/7/24 9:52 SDOW PROSHARES ULTRAPRO SHORT DOW30 SHORT 5,000 13.20 10/9 11:46 13.00 1.58%
Trade id #149593718
Max drawdown($1,750)
Time10/7/24 14:59
Quant open5,000
Worst price13.55
Drawdown as % of equity-1.58%
 $995
Includes Typical Broker Commissions trade costs of $5.00
10/9/24 11:00 UDOW PROSHARES ULTRAPRO DOW30 LONG 321 95.36 10/9 11:44 96.39 n/a $325
Includes Typical Broker Commissions trade costs of $6.42
Next

Statistics

  • Strategy began
    9/9/2024
  • Suggested Minimum Cap
    $120,000
  • Strategy Age (days)
    86.12
  • Age
    86 days ago
  • What it trades
    Stocks, Futures
  • # Trades
    134
  • # Profitable
    82
  • % Profitable
    61.20%
  • Avg trade duration
    1.8 days
  • Max peak-to-valley drawdown
    10.58%
  • drawdown period
    Sept 13, 2024 - Oct 01, 2024
  • Cumul. Return
    27.8%
  • Avg win
    $594.78
  • Avg loss
    $371.96
  • Model Account Values (Raw)
  • Cash
    $129,665
  • Margin Used
    ($2,226)
  • Buying Power
    $131,789
  • Ratios
  • W:L ratio
    2.54:1
  • Sharpe Ratio
    2.57
  • Sortino Ratio
    6.54
  • Calmar Ratio
    43.964
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    16.73%
  • Correlation to SP500
    0.17400
  • Return Percent SP500 (cumu) during strategy life
    11.04%
  • Return Statistics
  • Ann Return (w trading costs)
    171.1%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.278%
  • Instruments
  • Percent Trades Options
    0.03%
  • Percent Trades Futures
    0.21%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    n/a
  • Instruments
  • Percent Trades Stocks
    0.76%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    189.8%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    4.50%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/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 Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    416
  • Popularity (Last 6 weeks)
    855
  • Popularity (7 days, Percentile 1000 scale)
    766
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Popularity
  • C2 Score
    926
  • Trades-Own-System Certification
  • Trades Own System?
    Yes
  • TOS percent
    100%
  • Win / Loss
  • Avg Win
    $587
  • Avg Loss
    $372
  • Sum Trade PL (losers)
    $19,342.000
  • # Winners
    82
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $48,117.000
  • Dividends
  • Dividends Received in Model Acct
    133
  • AUM
  • AUM (AutoTrader live capital)
    128579
  • Win / Loss
  • # Losers
    52
  • % Winners
    61.2%
  • Frequency
  • Avg Position Time (mins)
    2555.67
  • Avg Position Time (hrs)
    42.59
  • Avg Trade Length
    1.8 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    2.99
  • Daily leverage (max)
    12.64
  • Regression
  • Alpha
    0.23
  • Beta
    0.48
  • Treynor Index
    0.60
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -1.56
  • Avg(MAE) / Avg(PL) - All trades
    2.640
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.762
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.561
  • Hold-and-Hope Ratio
    0.381
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    1.21500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.03200
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -328648000
  • Max Equity Drawdown (num days)
    18
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Experience a strategy crafted to seize long trading opportunities through a proprietary method that has been meticulously tested and optimized. By leveraging dynamic market analysis, we identify key entry and exit points to navigate ever-changing market conditions with confidence and precision.

Our approach has consistently delivered growth by balancing risk and reward, adapting to diverse market environments while maintaining a disciplined trading framework. With a proven track record of success, our strategy is designed to provide steady returns and foster trust through transparent performance and sound decision-making.

Join us on Collective2 to see our strategy in action and discover how it can help you achieve your trading goals.
Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2024-09-09
Suggested Minimum Capital
$120,000
Rank at C2 %
Top 7.4%
Rank # 
#177
# Trades
134
# Profitable
82
% Profitable
61.2%
Net Dividends
$133
Correlation S&P500
0.174
Sharpe Ratio
2.57
Sortino Ratio
6.54
Beta
0.48
Alpha
0.23
Leverage
2.99 Average
12.64 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

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 under-or over-compensated 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 re-scaled downward to make current go-forward 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 per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.