Schulenberg C2Star SP500
(134370531)
Subscription terms. Subscriptions to this system cost $125.00 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.
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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2021  +5.2%  (1.2%)  +6.5%  +2.2%  +1.5%  +3.1%  (7.4%)  +2.2%  +12.0% 
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  $43,000  
Buy Power  $49,798  
Cash  $1  
Equity  $1  
Cumulative $  $6,798  
Includes dividends and cashsettled expirations:  $40  Itemized 
Total System Equity  $49,798  
Margined  $1  
Open P/L  $0  
Data has been delayed by 48 hours for nonsubscribers 
System developer has asked us to delay this information by 48 hours.
Trading Record
Statistics

Strategy began3/2/2021

Suggested Minimum Cap$35,000

Strategy Age (days)229.2

Age8 months ago

What it tradesStocks

# Trades77

# Profitable43

% Profitable55.80%

Avg trade duration2.7 days

Max peaktovalley drawdown10.13%

drawdown periodSept 09, 2021  Oct 04, 2021

Cumul. Return12.0%

Avg win$409.42

Avg loss$319.03
 Model Account Values (Raw)

Cash$49,798

Margin Used$0

Buying Power$49,798
 Ratios

W:L ratio1.63:1

Sharpe Ratio1.43

Sortino Ratio2.3

Calmar Ratio2.982
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)3.56%

Correlation to SP5000.30960

Return Percent SP500 (cumu) during strategy life15.53%
 Verified

C2Star1
 Return Statistics

Ann Return (w trading costs)19.4%
 Slump

Current Slump as Pcnt Equity6.20%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.17%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.120%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)26.2%
 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 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 Automated2.47%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)764

Popularity (Last 6 weeks)943
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score838

Popularity (7 days, Percentile 1000 scale)806
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$319

Avg Win$409

Sum Trade PL (losers)$10,847.000
 AUM

AUM (AutoTrader num accounts)1
 Age

Num Months filled monthly returns table8
 Win / Loss

Sum Trade PL (winners)$17,605.000

# Winners43

Num Months Winners6
 Dividends

Dividends Received in Model Acct40
 AUM

AUM (AutoTrader live capital)49416
 Win / Loss

# Losers34

% Winners55.8%
 Frequency

Avg Position Time (mins)3916.27

Avg Position Time (hrs)65.27

Avg Trade Length2.7 days

Last Trade Ago3
 Leverage

Daily leverage (average)1.12

Daily leverage (max)2.22
 Regression

Alpha0.03

Beta0.26

Treynor Index0.18
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.21

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades3.542

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.537

Avg(MAE) / Avg(PL)  Losing trades1.233

HoldandHope Ratio0.281
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.19113

SD0.15263

Sharpe ratio (Glass type estimate)1.25229

Sharpe ratio (Hedges UMVUE)1.08777

df6.00000

t0.95645

p0.18789

Lowerbound of 95% confidence interval for Sharpe Ratio1.45292

Upperbound of 95% confidence interval for Sharpe Ratio3.86311

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.55119

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.72674
 Statistics related to Sortino ratio

Sortino ratio2.00938

Upside Potential Ratio3.34869

Upside part of mean0.31853

Downside part of mean0.12740

Upside SD0.11817

Downside SD0.09512

N nonnegative terms5.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations7.00000

Mean of predictor0.18076

Mean of criterion0.19113

SD of predictor0.09512

SD of criterion0.15263

Covariance0.00951

r0.65493

b (slope, estimate of beta)1.05092

a (intercept, estimate of alpha)0.00117

Mean Square Error0.01596

DF error5.00000

t(b)1.93790

p(b)0.05518

t(a)0.00609

p(a)0.49769

Lowerbound of 95% confidence interval for beta0.34316

Upperbound of 95% confidence interval for beta2.44499

Lowerbound of 95% confidence interval for alpha0.49314

Upperbound of 95% confidence interval for alpha0.49548

Treynor index (mean / b)0.18187

Jensen alpha (a)0.00117
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17923

SD0.15379

Sharpe ratio (Glass type estimate)1.16543

Sharpe ratio (Hedges UMVUE)1.01233

df6.00000

t0.89011

p0.20384

Lowerbound of 95% confidence interval for Sharpe Ratio1.52479

Upperbound of 95% confidence interval for Sharpe Ratio3.76697

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.61701

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.64166
 Statistics related to Sortino ratio

Sortino ratio1.81935

Upside Potential Ratio3.15759

Upside part of mean0.31106

Downside part of mean0.13183

Upside SD0.11508

Downside SD0.09851

N nonnegative terms5.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations7.00000

Mean of predictor0.17517

Mean of criterion0.17923

SD of predictor0.09491

SD of criterion0.15379

Covariance0.00984

r0.67437

b (slope, estimate of beta)1.09267

a (intercept, estimate of alpha)0.01218

Mean Square Error0.01547

DF error5.00000

t(b)2.04221

p(b)0.04830

t(a)0.06482

p(a)0.52459

Lowerbound of 95% confidence interval for beta0.28276

Upperbound of 95% confidence interval for beta2.46810

Lowerbound of 95% confidence interval for alpha0.49524

Upperbound of 95% confidence interval for alpha0.47087

Treynor index (mean / b)0.16403

Jensen alpha (a)0.01218
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05643

Expected Shortfall on VaR0.07365
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01592

Expected Shortfall on VaR0.03769
 ORDER STATISTICS
 Quartiles of return rates

Number of observations7.00000

Minimum0.92970

Quartile 11.01343

Median1.02643

Quartile 31.04178

Maximum1.06125

Mean of quarter 10.96517

Mean of quarter 21.02632

Mean of quarter 31.02747

Mean of quarter 41.05867

Inter Quartile Range0.02835

Number outliers low1.00000

Percentage of outliers low0.14286

Mean of outliers low0.92970

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)0.00000

VaR(95%) (regression method)0.00000

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

Number of observations1.00000

Minimum0.07030

Quartile 10.07030

Median0.07030

Quartile 30.07030

Maximum0.07030

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)0.22017

Compounded annual return (geometric extrapolation)0.23015

Calmar ratio (compounded annual return / max draw down)3.27371

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

Compounded annual return / Expected Shortfall lognormal3.12494

0.00000

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

Mean0.21309

SD0.10135

Sharpe ratio (Glass type estimate)2.10248

Sharpe ratio (Hedges UMVUE)2.09273

df162.00000

t1.65835

p0.43540

Lowerbound of 95% confidence interval for Sharpe Ratio0.39604

Upperbound of 95% confidence interval for Sharpe Ratio4.59467

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40257

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.58804
 Statistics related to Sortino ratio

Sortino ratio3.33346

Upside Potential Ratio10.49450

Upside part of mean0.67085

Downside part of mean0.45776

Upside SD0.07935

Downside SD0.06392

N nonnegative terms91.00000

N negative terms72.00000
 Statistics related to linear regression on benchmark

N of observations163.00000

Mean of predictor0.21140

Mean of criterion0.21309

SD of predictor0.11996

SD of criterion0.10135

Covariance0.00379

r0.31182

b (slope, estimate of beta)0.26344

a (intercept, estimate of alpha)0.15700

Mean Square Error0.00933

DF error161.00000

t(b)4.16417

p(b)0.30475

t(a)1.27764

p(a)0.43633

Lowerbound of 95% confidence interval for beta0.13851

Upperbound of 95% confidence interval for beta0.38837

Lowerbound of 95% confidence interval for alpha0.08589

Upperbound of 95% confidence interval for alpha0.40068

Treynor index (mean / b)0.80886

Jensen alpha (a)0.15740
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.20788

SD0.10123

Sharpe ratio (Glass type estimate)2.05351

Sharpe ratio (Hedges UMVUE)2.04399

df162.00000

t1.61972

p0.43688

Lowerbound of 95% confidence interval for Sharpe Ratio0.44452

Upperbound of 95% confidence interval for Sharpe Ratio4.54531

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.45083

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.53881
 Statistics related to Sortino ratio

Sortino ratio3.23097

Upside Potential Ratio10.37680

Upside part of mean0.66766

Downside part of mean0.45977

Upside SD0.07881

Downside SD0.06434

N nonnegative terms91.00000

N negative terms72.00000
 Statistics related to linear regression on benchmark

N of observations163.00000

Mean of predictor0.20414

Mean of criterion0.20788

SD of predictor0.11997

SD of criterion0.10123

Covariance0.00380

r0.31295

b (slope, estimate of beta)0.26407

a (intercept, estimate of alpha)0.15398

Mean Square Error0.00930

DF error161.00000

t(b)4.18090

p(b)0.30407

t(a)1.25230

p(a)0.43757

Lowerbound of 95% confidence interval for beta0.13934

Upperbound of 95% confidence interval for beta0.38881

Lowerbound of 95% confidence interval for alpha0.08884

Upperbound of 95% confidence interval for alpha0.39679

Treynor index (mean / b)0.78722

Jensen alpha (a)0.15398
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00945

Expected Shortfall on VaR0.01203
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00368

Expected Shortfall on VaR0.00766
 ORDER STATISTICS
 Quartiles of return rates

Number of observations163.00000

Minimum0.97862

Quartile 10.99816

Median1.00053

Quartile 31.00404

Maximum1.02379

Mean of quarter 10.99381

Mean of quarter 20.99952

Mean of quarter 31.00195

Mean of quarter 41.00843

Inter Quartile Range0.00588

Number outliers low7.00000

Percentage of outliers low0.04294

Mean of outliers low0.98507

Number of outliers high7.00000

Percentage of outliers high0.04294

Mean of outliers high1.01724
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.29925

VaR(95%) (moments method)0.00566

Expected Shortfall (moments method)0.00992

Extreme Value Index (regression method)0.33867

VaR(95%) (regression method)0.00551

Expected Shortfall (regression method)0.00995
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations18.00000

Minimum0.00007

Quartile 10.00438

Median0.00562

Quartile 30.01070

Maximum0.08917

Mean of quarter 10.00204

Mean of quarter 20.00515

Mean of quarter 30.00690

Mean of quarter 40.03444

Inter Quartile Range0.00632

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.16667

Mean of outliers high0.04926
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.41973

VaR(95%) (moments method)0.03548

Expected Shortfall (moments method)0.07289

Extreme Value Index (regression method)1.09567

VaR(95%) (regression method)0.04706

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.25396

Compounded annual return (geometric extrapolation)0.26591

Calmar ratio (compounded annual return / max draw down)2.98219

Compounded annual return / average of 25% largest draw downs7.72149

Compounded annual return / Expected Shortfall lognormal22.10100

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

Mean0.12928

SD0.10509

Sharpe ratio (Glass type estimate)1.23014

Sharpe ratio (Hedges UMVUE)1.22303

df130.00000

t0.86984

p0.46197

Lowerbound of 95% confidence interval for Sharpe Ratio1.54799

Upperbound of 95% confidence interval for Sharpe Ratio4.00369

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.55276

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.99882
 Statistics related to Sortino ratio

Sortino ratio1.83849

Upside Potential Ratio9.23550

Upside part of mean0.64941

Downside part of mean0.52013

Upside SD0.07797

Downside SD0.07032

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11807

Mean of criterion0.12928

SD of predictor0.11509

SD of criterion0.10509

Covariance0.00417

r0.34492

b (slope, estimate of beta)0.31495

a (intercept, estimate of alpha)0.09209

Mean Square Error0.00981

DF error129.00000

t(b)4.17367

p(b)0.28485

t(a)0.65628

p(a)0.46330

Lowerbound of 95% confidence interval for beta0.16565

Upperbound of 95% confidence interval for beta0.46426

Lowerbound of 95% confidence interval for alpha0.18554

Upperbound of 95% confidence interval for alpha0.36972

Treynor index (mean / b)0.41046

Jensen alpha (a)0.09209
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.12376

SD0.10503

Sharpe ratio (Glass type estimate)1.17835

Sharpe ratio (Hedges UMVUE)1.17154

df130.00000

t0.83322

p0.46356

Lowerbound of 95% confidence interval for Sharpe Ratio1.59933

Upperbound of 95% confidence interval for Sharpe Ratio3.95168

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.60392

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.94700
 Statistics related to Sortino ratio

Sortino ratio1.74834

Upside Potential Ratio9.13078

Upside part of mean0.64633

Downside part of mean0.52257

Upside SD0.07742

Downside SD0.07079

N nonnegative terms72.00000

N negative terms59.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11145

Mean of criterion0.12376

SD of predictor0.11519

SD of criterion0.10503

Covariance0.00419

r0.34636

b (slope, estimate of beta)0.31580

a (intercept, estimate of alpha)0.08856

Mean Square Error0.00978

DF error129.00000

t(b)4.19339

p(b)0.28399

t(a)0.63201

p(a)0.46465

VAR (95 Confidence Intrvl)0.00900

Lowerbound of 95% confidence interval for beta0.16680

Upperbound of 95% confidence interval for beta0.46481

Lowerbound of 95% confidence interval for alpha0.18868

Upperbound of 95% confidence interval for alpha0.36581

Treynor index (mean / b)0.39188

Jensen alpha (a)0.08856
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01015

Expected Shortfall on VaR0.01283
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00425

Expected Shortfall on VaR0.00870
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.97862

Quartile 10.99799

Median1.00050

Quartile 31.00404

Maximum1.02379

Mean of quarter 10.99298

Mean of quarter 20.99938

Mean of quarter 31.00191

Mean of quarter 41.00816

Inter Quartile Range0.00606

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.98438

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.01816
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.12935

VaR(95%) (moments method)0.00597

Expected Shortfall (moments method)0.00904

Extreme Value Index (regression method)0.23552

VaR(95%) (regression method)0.00643

Expected Shortfall (regression method)0.01061
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations13.00000

Minimum0.00007

Quartile 10.00507

Median0.00630

Quartile 30.01300

Maximum0.08917

Mean of quarter 10.00266

Mean of quarter 20.00582

Mean of quarter 30.01098

Mean of quarter 40.04915

Inter Quartile Range0.00793

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.23077

Mean of outliers high0.04915
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.79635

VaR(95%) (moments method)0.03735

Expected Shortfall (moments method)0.04188

Extreme Value Index (regression method)0.57732

VaR(95%) (regression method)0.06182

Last 4 Months  Pcnt Negative0.25%

Expected Shortfall (regression method)0.16692

Strat Max DD how much worse than SP500 max DD during strat life?290400000

Max Equity Drawdown (num days)25
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.15756

Compounded annual return (geometric extrapolation)0.16377

Calmar ratio (compounded annual return / max draw down)1.83669

Compounded annual return / average of 25% largest draw downs3.33182

Compounded annual return / Expected Shortfall lognormal12.76880
Strategy Description
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.
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Strategy is now visible
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To make this strategy private, you need to first withdraw from C2Star program.
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Finally, please note that you can restore public visibility at any time.
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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.