Super Commodity
(41113199)
Subscription terms. You can subscribe to this system for free.
Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2009  +4.4%  +16.7%  +0.4%  +5.6%  +2.0%  +3.5%  +0.5%  +37.2%  
2010  (3%)  +4.1%  (0.8%)  +0.7%  (1.2%)  +4.0%  +1.7%  (0.9%)  (2.7%)    +0.8%  (3.4%)  (0.9%) 
2011  +2.7%  +1.6%  +3.3%    +1.9%  (2.2%)  +0.4%  (4%)  (1.1%)  +0.7%  +3.1%    +6.3% 
2012                          0.0 
2013                          0.0 
2014                          +0.1% 
2015  +0.1%                        +0.1% 
2016                          0.0 
2017                          0.0 
2018                0.0 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $100,000  
Buy Power  $150,344  
Cash  $1  
Equity  $1  
Cumulative $  $50,344  
Total System Equity  $150,344  
Margined  $1  
Open P/L  $0  
Data has been delayed by 24 hours for nonsubscribers 
System developer has asked us to delay this information by 24 hours.
Trading Record
Statistics

Strategy began6/17/2009

Suggested Minimum Cap$100,000

Strategy Age (days)3320.33

Age111 months ago

What it tradesFutures

# Trades304

# Profitable120

% Profitable39.50%

Avg trade duration3.3 days

Max peaktovalley drawdown7.78%

drawdown periodMay 05, 2011  Sept 15, 2011

Annual Return (Compounded)4.2%

Avg win$1,081

Avg loss$431.93
 Model Account Values (Raw)

Cash$150,344

Margin Used$0

Buying Power$150,344
 Ratios

W:L ratio1.63:1

Sharpe Ratio0.048

Sortino Ratio0.057

Calmar Ratio0.002
 Return Statistics

Ann Return (w trading costs)4.2%

Ann Return (Compnd, No Fees)4.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$432

Avg Win$1,082

# Winners120

# Losers184

% Winners39.5%
 Frequency

Avg Position Time (mins)4751.52

Avg Position Time (hrs)79.19

Avg Trade Length3.3 days

Last Trade Ago2440
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.01732

SD0.14251

Sharpe ratio (Glass type estimate)0.12153

Sharpe ratio (Hedges UMVUE)0.11977

df52.00000

t0.25541

p0.60029

Lowerbound of 95% confidence interval for Sharpe Ratio1.05386

Upperbound of 95% confidence interval for Sharpe Ratio0.81195

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.05266

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.81313
 Statistics related to Sortino ratio

Sortino ratio0.14027

Upside Potential Ratio0.75607

Upside part of mean0.09335

Downside part of mean0.11067

Upside SD0.06860

Downside SD0.12347

N nonnegative terms15.00000

N negative terms38.00000
 Statistics related to linear regression on benchmark

N of observations53.00000

Mean of predictor0.16688

Mean of criterion0.01732

SD of predictor0.23512

SD of criterion0.14251

Covariance0.02132

r0.63636

b (slope, estimate of beta)0.38571

a (intercept, estimate of alpha)0.08169

Mean Square Error0.01232

DF error51.00000

t(b)5.89132

p(b)0.00000

t(a)1.51447

p(a)0.93196

Lowerbound of 95% confidence interval for beta0.25427

Upperbound of 95% confidence interval for beta0.51715

Lowerbound of 95% confidence interval for alpha0.18997

Upperbound of 95% confidence interval for alpha0.02660

Treynor index (mean / b)0.04490

Jensen alpha (a)0.08169
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02859

SD0.15693

Sharpe ratio (Glass type estimate)0.18218

Sharpe ratio (Hedges UMVUE)0.17954

df52.00000

t0.38286

p0.64831

Lowerbound of 95% confidence interval for Sharpe Ratio1.11458

Upperbound of 95% confidence interval for Sharpe Ratio0.75196

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.11278

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.75371
 Statistics related to Sortino ratio

Sortino ratio0.20275

Upside Potential Ratio0.64469

Upside part of mean0.09090

Downside part of mean0.11949

Upside SD0.06594

Downside SD0.14100

N nonnegative terms15.00000

N negative terms38.00000
 Statistics related to linear regression on benchmark

N of observations53.00000

Mean of predictor0.13525

Mean of criterion0.02859

SD of predictor0.25698

SD of criterion0.15693

Covariance0.02835

r0.70301

b (slope, estimate of beta)0.42930

a (intercept, estimate of alpha)0.08665

Mean Square Error0.01270

DF error51.00000

t(b)7.05948

p(b)0.00000

t(a)1.59724

p(a)0.94181

Lowerbound of 95% confidence interval for beta0.30722

Upperbound of 95% confidence interval for beta0.55139

Lowerbound of 95% confidence interval for alpha0.19556

Upperbound of 95% confidence interval for alpha0.02226

Treynor index (mean / b)0.06659

Jensen alpha (a)0.08665
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07401

Expected Shortfall on VaR0.09125
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02600

Expected Shortfall on VaR0.05774
 ORDER STATISTICS
 Quartiles of return rates

Number of observations53.00000

Minimum0.75007

Quartile 10.99960

Median1.00000

Quartile 31.00907

Maximum1.11331

Mean of quarter 10.97128

Mean of quarter 20.99996

Mean of quarter 31.00112

Mean of quarter 41.03345

Inter Quartile Range0.00947

Number outliers low5.00000

Percentage of outliers low0.09434

Mean of outliers low0.93159

Number of outliers high8.00000

Percentage of outliers high0.15094

Mean of outliers high1.04417
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.92487

VaR(95%) (moments method)0.00264

Expected Shortfall (moments method)0.00296

Extreme Value Index (regression method)0.69488

VaR(95%) (regression method)0.02008

Expected Shortfall (regression method)0.08584
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.05840

Quartile 10.10628

Median0.15416

Quartile 30.20205

Maximum0.24993

Mean of quarter 10.05840

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.24993

Inter Quartile Range0.09577

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)0.00068

Compounded annual return (geometric extrapolation)0.00068

Calmar ratio (compounded annual return / max draw down)0.00273

Compounded annual return / average of 25% largest draw downs0.00273

Compounded annual return / Expected Shortfall lognormal0.00747

0.00000

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

Mean0.00898

SD0.18757

Sharpe ratio (Glass type estimate)0.04785

Sharpe ratio (Hedges UMVUE)0.04782

df1178.00000

t0.10151

p0.50148

Lowerbound of 95% confidence interval for Sharpe Ratio0.97179

Upperbound of 95% confidence interval for Sharpe Ratio0.87609

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.97176

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.87611
 Statistics related to Sortino ratio

Sortino ratio0.05698

Upside Potential Ratio2.42527

Upside part of mean0.38205

Downside part of mean0.39103

Upside SD0.10167

Downside SD0.15753

N nonnegative terms263.00000

N negative terms916.00000
 Statistics related to linear regression on benchmark

N of observations1179.00000

Mean of predictor0.18105

Mean of criterion0.00898

SD of predictor0.28266

SD of criterion0.18757

Covariance0.02495

r0.47053

b (slope, estimate of beta)0.31223

a (intercept, estimate of alpha)0.06600

Mean Square Error0.02742

DF error1177.00000

t(b)18.29450

p(b)0.21190

t(a)0.83857

p(a)0.51555

Lowerbound of 95% confidence interval for beta0.27875

Upperbound of 95% confidence interval for beta0.34572

Lowerbound of 95% confidence interval for alpha0.21876

Upperbound of 95% confidence interval for alpha0.08775

Treynor index (mean / b)0.02875

Jensen alpha (a)0.06550
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02858

SD0.20405

Sharpe ratio (Glass type estimate)0.14004

Sharpe ratio (Hedges UMVUE)0.13995

df1178.00000

t0.29708

p0.50433

Lowerbound of 95% confidence interval for Sharpe Ratio1.06397

Upperbound of 95% confidence interval for Sharpe Ratio0.78394

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.06391

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.78400
 Statistics related to Sortino ratio

Sortino ratio0.16017

Upside Potential Ratio2.11325

Upside part of mean0.37704

Downside part of mean0.40561

Upside SD0.09886

Downside SD0.17841

N nonnegative terms263.00000

N negative terms916.00000
 Statistics related to linear regression on benchmark

N of observations1179.00000

Mean of predictor0.13764

Mean of criterion0.02858

SD of predictor0.30156

SD of criterion0.20405

Covariance0.03338

r0.54244

b (slope, estimate of beta)0.36704

a (intercept, estimate of alpha)0.07909

Mean Square Error0.02941

DF error1177.00000

t(b)22.15220

p(b)0.17244

t(a)0.97797

p(a)0.51814

Lowerbound of 95% confidence interval for beta0.33453

Upperbound of 95% confidence interval for beta0.39955

Lowerbound of 95% confidence interval for alpha0.23777

Upperbound of 95% confidence interval for alpha0.07958

Treynor index (mean / b)0.07785

Jensen alpha (a)0.07909
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02063

Expected Shortfall on VaR0.02576
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00441

Expected Shortfall on VaR0.01010
 ORDER STATISTICS
 Quartiles of return rates

Number of observations1179.00000

Minimum0.71920

Quartile 10.99997

Median1.00000

Quartile 31.00006

Maximum1.10587

Mean of quarter 10.99435

Mean of quarter 21.00000

Mean of quarter 31.00001

Mean of quarter 41.00593

Inter Quartile Range0.00009

Number outliers low243.00000

Percentage of outliers low0.20611

Mean of outliers low0.99316

Number of outliers high244.00000

Percentage of outliers high0.20696

Mean of outliers high1.00715
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.79811

VaR(95%) (moments method)0.00391

Expected Shortfall (moments method)0.02245

Extreme Value Index (regression method)0.58689

VaR(95%) (regression method)0.00380

Expected Shortfall (regression method)0.01159
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.02160

Quartile 10.03653

Median0.04341

Quartile 30.06665

Maximum0.33687

Mean of quarter 10.02907

Mean of quarter 20.04341

Mean of quarter 30.06665

Mean of quarter 40.33687

Inter Quartile Range0.03012

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.20000

Mean of outliers high0.33687
 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)0.00067

Compounded annual return (geometric extrapolation)0.00067

Calmar ratio (compounded annual return / max draw down)0.00199

Compounded annual return / average of 25% largest draw downs0.00199

Compounded annual return / Expected Shortfall lognormal0.02596

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

Mean0.02779

SD0.00058

Sharpe ratio (Glass type estimate)47.87170

Sharpe ratio (Hedges UMVUE)47.59500

df130.00000

t33.85040

p0.97384

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation54.00990

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation41.18000
 Statistics related to Sortino ratio

Sortino ratio15.33960

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02779

Upside SD0.00000

Downside SD0.00181

N nonnegative terms0.00000

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

N of observations131.00000

Mean of predictor0.67198

Mean of criterion0.02779

SD of predictor0.20707

SD of criterion0.00058

Covariance0.00001

r0.09330

b (slope, estimate of beta)0.00026

a (intercept, estimate of alpha)0.02761

Mean Square Error0.00000

DF error129.00000

t(b)1.06434

p(b)0.55931

t(a)32.99190

p(a)0.99243

Lowerbound of 95% confidence interval for beta0.00075

Upperbound of 95% confidence interval for beta0.00022

Lowerbound of 95% confidence interval for alpha0.02927

Upperbound of 95% confidence interval for alpha0.02596

Treynor index (mean / b)106.24400

Jensen alpha (a)0.02761
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02779

SD0.00058

Sharpe ratio (Glass type estimate)47.86860

Sharpe ratio (Hedges UMVUE)47.59190

df130.00000

t33.84820

p0.97384

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation54.00660

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation41.17730
 Statistics related to Sortino ratio

Sortino ratio15.33950

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02779

Upside SD0.00000

Downside SD0.00181

N nonnegative terms0.00000

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

N of observations131.00000

Mean of predictor0.64967

Mean of criterion0.02779

SD of predictor0.20812

SD of criterion0.00058

Covariance0.00001

r0.09168

b (slope, estimate of beta)0.00026

a (intercept, estimate of alpha)0.02762

Mean Square Error0.00000

DF error129.00000

t(b)1.04569

p(b)0.55828

t(a)33.04440

p(a)0.99247

Lowerbound of 95% confidence interval for beta0.00074

Upperbound of 95% confidence interval for beta0.00023

Lowerbound of 95% confidence interval for alpha0.02927

Upperbound of 95% confidence interval for alpha0.02597

Treynor index (mean / b)108.66500

Jensen alpha (a)0.02762
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00017

Expected Shortfall on VaR0.00018
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00013

Expected Shortfall on VaR0.00013
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.99987

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00010

Mean of quarter 10.99997

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00003

Inter Quartile Range0.00000

Number outliers low17.00000

Percentage of outliers low0.12977

Mean of outliers low0.99994

Number of outliers high21.00000

Percentage of outliers high0.16031

Mean of outliers high1.00005
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

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

Number of observations1.00000

Minimum0.00032

Quartile 10.00032

Median0.00032

Quartile 30.00032

Maximum0.00032

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.00012

Compounded annual return (geometric extrapolation)0.00012

Calmar ratio (compounded annual return / max draw down)0.37502

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

Compounded annual return / Expected Shortfall lognormal0.66513
Strategy Description
HISTORICAL RESULTS

Download historical system results here:
http://www.coincollector.it/SuperCommodityPortfolio_2190298.html
http://www.en.coincollector.ea23.com/SuperCommodityPortfolio_2190454.html

ADDITIONAL INFORMATION

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

FEEDS

To read our Blog Trading Week subscribe the following feed:
http://feeds.feedburner.com/TradingWeek
To see other our C2 trading systems subscribe the following feed:
http://feeds.feedburner.com/TradingSystemsCollection

SUPER COMMODITY FEATURES

Super Commodity must be considered a pattern recognition system, a system which searches graphic formations with preselected features, that determine particular rules the system uses to manage trades.
This trading system works completely automatically searching for specific patterns around markets, those highly profitable patterns with a good success percentage. From these studies Super Commodity System was born in order to use these points as very good launch points for its trades.
Some variations of the base system were also created, and these are used to diversificate the system's utilization based on different operative needs and on financial resources available. This is wgy Super Commodity Light, Super Mixer, Super Mixer Light and Sniper Commodity were born.
On the report results of my website can be consulted based on these different variables, others are possible and customizable on specific needs of the investors. There are also some links which show real results of some system's variants as a certification of this report.

OUR OTHER SYSTEMS ON C2

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