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
06/21/2017
Most recent certification approved
10/5/17 13:46 ET
Trades at broker
Interactive Brokers (Stocks / Options)
Scaling percentage used
500%
# trading signals issued by system since certification
618
# trading signals executed in manager's Interactive Brokers (Stocks / Options) account
568
Percent signals followed since 06/21/2017
91.9%
This information was last updated
12/12/18 4:27 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 06/21/2017,
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.
A Strategy for YM
(111178031)
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  06/21/2017 
Most recent certification approved  10/5/17 13:46 ET 
Trades at broker  Interactive Brokers (Stocks / Options) 
Scaling percentage used  500% 
# trading signals issued by system since certification  618 
# trading signals executed in manager's Interactive Brokers (Stocks / Options) account  568 
Percent signals followed since 06/21/2017  91.9% 
This information was last updated  12/12/18 4:27 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 06/21/2017, 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 $198.00 per month.
Trendfollowing
Buys when price goes up, and sells when price goes down, expecting price movements to continue. There are a number of different techniques and timeframes used, including moving averages and channel breakouts. Traders do not aim to forecast specific price levels; they simply jump on a trend and ride it. Typically, trendfollowing analysis is backward looking; that is, it attempts to recognize and profit from alreadyestablished trends.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  +17.3%  +7.0%  +11.2%  +39.5%  (5.3%)  +11.3%  +43.7%  +24.4%  +16.0%  +325.6%  
2018  +43.6%  +0.5%  (12.2%)  +2.6%  (3.2%)  (6.3%)  +20.7%  +14.9%  +6.5%  (36%)  +42.1%  (89.1%)  (82.7%) 
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  $19,800  
Buy Power  $29,487  
Cash  $1  
Equity  $1  
Cumulative $  $6,550  
Total System Equity  $26,350  
Margined  $1  
Open P/L  ($125,916)  
Data has been delayed by 5 hours for nonsubscribers 
System developer has asked us to delay this information by 5 hours.
Trading Record
Statistics

Strategy began4/21/2017

Suggested Minimum Cap$25,000

Strategy Age (days)604.13

Age20 months ago

What it tradesFutures

# Trades116

# Profitable90

% Profitable77.60%

Avg trade duration4.9 days

Max peaktovalley drawdown91.19%

drawdown periodDec 03, 2018  Dec 14, 2018

Annual Return (Compounded)16.9%

Avg win$2,286

Avg loss$4,431
 Model Account Values (Raw)

Cash$152,266

Margin Used$80,925

Buying Power$29,487
 Ratios

W:L ratio1.79:1

Sharpe Ratio0.917

Sortino Ratio1.306

Calmar Ratio0.73
 CORRELATION STATISTICS

Correlation to SP5000.47000
 Return Statistics

Ann Return (w trading costs)16.9%

Ann Return (Compnd, No Fees)18.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss95.00%

Chance of 20% account loss86.00%

Chance of 30% account loss81.00%

Chance of 40% account loss66.50%

Chance of 50% account loss52.00%
 Popularity

Popularity (Today)976

Popularity (Last 6 weeks)996

C2 Score5.0
 TradesOwnSystem Certification

Trades Own System?184175

TOS percent500%
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$7,664

Avg Win$2,287

# Winners90

# Losers26

% Winners77.6%
 Frequency

Avg Position Time (mins)6995.23

Avg Position Time (hrs)116.59

Avg Trade Length4.9 days

Last Trade Ago2
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.18847

SD0.71332

Sharpe ratio (Glass type estimate)1.66612

Sharpe ratio (Hedges UMVUE)1.59556

df18.00000

t2.09649

p0.27849

Lowerbound of 95% confidence interval for Sharpe Ratio0.00308

Upperbound of 95% confidence interval for Sharpe Ratio3.29431

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.04695

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.23807
 Statistics related to Sortino ratio

Sortino ratio2.91448

Upside Potential Ratio4.11889

Upside part of mean1.67961

Downside part of mean0.49114

Upside SD0.65838

Downside SD0.40778

N nonnegative terms16.00000

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

N of observations19.00000

Mean of predictor0.06265

Mean of criterion1.18847

SD of predictor0.11530

SD of criterion0.71332

Covariance0.07312

r0.88899

b (slope, estimate of beta)5.49963

a (intercept, estimate of alpha)0.84391

Mean Square Error0.11298

DF error17.00000

t(b)8.00428

p(b)0.02183

t(a)3.11907

p(a)0.14070

Lowerbound of 95% confidence interval for beta4.05000

Upperbound of 95% confidence interval for beta6.94925

Lowerbound of 95% confidence interval for alpha0.27307

Upperbound of 95% confidence interval for alpha1.41476

Treynor index (mean / b)0.21610

Jensen alpha (a)0.84391
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.88834

SD0.75744

Sharpe ratio (Glass type estimate)1.17282

Sharpe ratio (Hedges UMVUE)1.12315

df18.00000

t1.47577

p0.33573

Lowerbound of 95% confidence interval for Sharpe Ratio0.44584

Upperbound of 95% confidence interval for Sharpe Ratio2.76096

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.47710

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.72340
 Statistics related to Sortino ratio

Sortino ratio1.68418

Upside Potential Ratio2.83435

Upside part of mean1.49501

Downside part of mean0.60667

Upside SD0.57538

Downside SD0.52746

N nonnegative terms16.00000

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

N of observations19.00000

Mean of predictor0.05595

Mean of criterion0.88834

SD of predictor0.11702

SD of criterion0.75744

Covariance0.07984

r0.90072

b (slope, estimate of beta)5.83015

a (intercept, estimate of alpha)0.56212

Mean Square Error0.11463

DF error17.00000

t(b)8.54933

p(b)0.01849

t(a)2.06847

p(a)0.22441

Lowerbound of 95% confidence interval for beta4.39138

Upperbound of 95% confidence interval for beta7.26892

Lowerbound of 95% confidence interval for alpha0.01124

Upperbound of 95% confidence interval for alpha1.13548

Treynor index (mean / b)0.15237

Jensen alpha (a)0.56212
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.24846

Expected Shortfall on VaR0.31190
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.03465

Expected Shortfall on VaR0.10185
 ORDER STATISTICS
 Quartiles of return rates

Number of observations19.00000

Minimum0.54039

Quartile 11.01997

Median1.10073

Quartile 31.26212

Maximum1.41296

Mean of quarter 10.85041

Mean of quarter 21.07021

Mean of quarter 31.17884

Mean of quarter 41.32151

Inter Quartile Range0.24215

Number outliers low1.00000

Percentage of outliers low0.05263

Mean of outliers low0.54039

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)0.04264

VaR(95%) (regression method)0.19923

Expected Shortfall (regression method)0.35699
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.18612

Quartile 10.25449

Median0.32286

Quartile 30.39124

Maximum0.45961

Mean of quarter 10.18612

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.45961

Inter Quartile Range0.13675

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)2.06286

Compounded annual return (geometric extrapolation)1.49989

Calmar ratio (compounded annual return / max draw down)3.26338

Compounded annual return / average of 25% largest draw downs3.26338

Compounded annual return / Expected Shortfall lognormal4.80893

0.00000

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

Mean0.81910

SD0.89163

Sharpe ratio (Glass type estimate)0.91866

Sharpe ratio (Hedges UMVUE)0.91705

df427.00000

t1.17416

p0.12049

Lowerbound of 95% confidence interval for Sharpe Ratio0.61657

Upperbound of 95% confidence interval for Sharpe Ratio2.45286

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.61766

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.45175
 Statistics related to Sortino ratio

Sortino ratio1.30605

Upside Potential Ratio7.60586

Upside part of mean4.77009

Downside part of mean3.95099

Upside SD0.63433

Downside SD0.62716

N nonnegative terms237.00000

N negative terms191.00000
 Statistics related to linear regression on benchmark

N of observations428.00000

Mean of predictor0.04273

Mean of criterion0.81910

SD of predictor0.12951

SD of criterion0.89163

Covariance0.05916

r0.51230

b (slope, estimate of beta)3.52698

a (intercept, estimate of alpha)0.66800

Mean Square Error0.58773

DF error426.00000

t(b)12.31210

p(b)0.00000

t(a)1.11409

p(a)0.13293

Lowerbound of 95% confidence interval for beta2.96391

Upperbound of 95% confidence interval for beta4.09004

Lowerbound of 95% confidence interval for alpha0.51082

Upperbound of 95% confidence interval for alpha1.84760

Treynor index (mean / b)0.23224

Jensen alpha (a)0.66839
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.41154

SD0.91207

Sharpe ratio (Glass type estimate)0.45122

Sharpe ratio (Hedges UMVUE)0.45043

df427.00000

t0.57671

p0.28222

Lowerbound of 95% confidence interval for Sharpe Ratio1.08278

Upperbound of 95% confidence interval for Sharpe Ratio1.98477

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.08335

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.98420
 Statistics related to Sortino ratio

Sortino ratio0.59224

Upside Potential Ratio6.60135

Upside part of mean4.58725

Downside part of mean4.17571

Upside SD0.58965

Downside SD0.69490

N nonnegative terms237.00000

N negative terms191.00000
 Statistics related to linear regression on benchmark

N of observations428.00000

Mean of predictor0.03431

Mean of criterion0.41154

SD of predictor0.13010

SD of criterion0.91207

Covariance0.06009

r0.50641

b (slope, estimate of beta)3.55027

a (intercept, estimate of alpha)0.28974

Mean Square Error0.61998

DF error426.00000

t(b)12.12140

p(b)0.00000

t(a)0.47025

p(a)0.31921

Lowerbound of 95% confidence interval for beta2.97458

Upperbound of 95% confidence interval for beta4.12597

Lowerbound of 95% confidence interval for alpha0.92131

Upperbound of 95% confidence interval for alpha1.50078

Treynor index (mean / b)0.11592

Jensen alpha (a)0.28974
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08709

Expected Shortfall on VaR0.10814
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.03153

Expected Shortfall on VaR0.06858
 ORDER STATISTICS
 Quartiles of return rates

Number of observations428.00000

Minimum0.68493

Quartile 10.98515

Median1.00381

Quartile 31.02496

Maximum1.32743

Mean of quarter 10.94467

Mean of quarter 20.99563

Mean of quarter 31.01222

Mean of quarter 41.06041

Inter Quartile Range0.03980

Number outliers low17.00000

Percentage of outliers low0.03972

Mean of outliers low0.84650

Number of outliers high14.00000

Percentage of outliers high0.03271

Mean of outliers high1.15497
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.49523

VaR(95%) (moments method)0.05288

Expected Shortfall (moments method)0.12004

Extreme Value Index (regression method)0.31951

VaR(95%) (regression method)0.04894

Expected Shortfall (regression method)0.08813
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations34.00000

Minimum0.00005

Quartile 10.01013

Median0.04076

Quartile 30.08297

Maximum0.75601

Mean of quarter 10.00323

Mean of quarter 20.02533

Mean of quarter 30.06552

Mean of quarter 40.27222

Inter Quartile Range0.07284

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.11765

Mean of outliers high0.47053
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.56412

VaR(95%) (moments method)0.28740

Expected Shortfall (moments method)0.73997

Extreme Value Index (regression method)0.47848

VaR(95%) (regression method)0.30485

Expected Shortfall (regression method)0.67840
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.64281

Compounded annual return (geometric extrapolation)0.55185

Calmar ratio (compounded annual return / max draw down)0.72995

Compounded annual return / average of 25% largest draw downs2.02723

Compounded annual return / Expected Shortfall lognormal5.10333

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

Mean1.44038

SD1.37969

Sharpe ratio (Glass type estimate)1.04399

Sharpe ratio (Hedges UMVUE)1.03795

df130.00000

t0.73821

p0.53231

Lowerbound of 95% confidence interval for Sharpe Ratio3.81676

Upperbound of 95% confidence interval for Sharpe Ratio1.73266

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.81263

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.73672
 Statistics related to Sortino ratio

Sortino ratio1.41632

Upside Potential Ratio5.84577

Upside part of mean5.94507

Downside part of mean7.38545

Upside SD0.92880

Downside SD1.01699

N nonnegative terms61.00000

N negative terms70.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.15229

Mean of criterion1.44038

SD of predictor0.15041

SD of criterion1.37969

Covariance0.11774

r0.56738

b (slope, estimate of beta)5.20465

a (intercept, estimate of alpha)0.64775

Mean Square Error1.30077

DF error129.00000

t(b)7.82574

p(b)0.15924

t(a)0.40081

p(a)0.52245

Lowerbound of 95% confidence interval for beta3.88880

Upperbound of 95% confidence interval for beta6.52051

Lowerbound of 95% confidence interval for alpha3.84525

Upperbound of 95% confidence interval for alpha2.54975

Treynor index (mean / b)0.27675

Jensen alpha (a)0.64775
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean2.42362

SD1.41906

Sharpe ratio (Glass type estimate)1.70791

Sharpe ratio (Hedges UMVUE)1.69803

df130.00000

t1.20767

p0.55266

Lowerbound of 95% confidence interval for Sharpe Ratio4.48421

Upperbound of 95% confidence interval for Sharpe Ratio1.07481

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation4.47751

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.08145
 Statistics related to Sortino ratio

Sortino ratio2.11672

Upside Potential Ratio4.86118

Upside part of mean5.56600

Downside part of mean7.98962

Upside SD0.84248

Downside SD1.14499

N nonnegative terms61.00000

N negative terms70.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.16362

Mean of criterion2.42362

SD of predictor0.15108

SD of criterion1.41906

Covariance0.12001

r0.55976

b (slope, estimate of beta)5.25784

a (intercept, estimate of alpha)1.56336

Mean Square Error1.39348

DF error129.00000

t(b)7.67234

p(b)0.16324

t(a)0.93437

p(a)0.55214

Lowerbound of 95% confidence interval for beta3.90196

Upperbound of 95% confidence interval for beta6.61372

Lowerbound of 95% confidence interval for alpha4.87379

Upperbound of 95% confidence interval for alpha1.74706

Treynor index (mean / b)0.46095

Jensen alpha (a)1.56336
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.14226

Expected Shortfall on VaR0.17268
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.06726

Expected Shortfall on VaR0.13562
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.68493

Quartile 10.97311

Median0.99672

Quartile 31.01550

Maximum1.32743

Mean of quarter 10.90193

Mean of quarter 20.98651

Mean of quarter 31.00637

Mean of quarter 41.08398

Inter Quartile Range0.04239

Number outliers low12.00000

Percentage of outliers low0.09160

Mean of outliers low0.81999

Number of outliers high10.00000

Percentage of outliers high0.07634

Mean of outliers high1.17992
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.41396

VaR(95%) (moments method)0.09178

Expected Shortfall (moments method)0.18606

Extreme Value Index (regression method)0.20378

VaR(95%) (regression method)0.09449

Expected Shortfall (regression method)0.15580
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00062

Quartile 10.03751

Median0.06323

Quartile 30.22510

Maximum0.75601

Mean of quarter 10.01394

Mean of quarter 20.05189

Mean of quarter 30.14525

Mean of quarter 40.68027

Inter Quartile Range0.18759

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.22222

Mean of outliers high0.68027
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)46.77950

VaR(95%) (moments method)0.47793

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)2.32475

VaR(95%) (regression method)1.04993

Expected Shortfall (regression method)1.05902
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.39632

Compounded annual return (geometric extrapolation)0.90889

Calmar ratio (compounded annual return / max draw down)1.20222

Compounded annual return / average of 25% largest draw downs1.33607

Compounded annual return / Expected Shortfall lognormal5.26340
Strategy Description
Besides issuing trading signals to our subscribers, we also trade our own account according to these signals. We recommend the use of an autotrade desk to execute trades in real time. It will minimise the hardship of monitoring the market when one is not readily available to do the trades.
The trades can be reversed when an opposite signal is given, so the trade is always on.
Normally the maximum no. of YM and ES contracts traded is 6. To cater to volatile market conditions, please reserve contingency funds for a total of 8 to 12 contracts to leverage the market. Although the margin required is around $56,000 on average, C2 has determined the capital required as $100,000. Please set your scaling factor as 50% or less if you wish to trade a maximum of 3 to 6 contracts only, each contract requiring margin around $8000 if you trade with Interactive Brokers.
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.