This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
02/01/2017
Most recent certification approved
2/1/17 9:30 ET
Trades at broker
Interactive Brokers (Server 3)
Scaling percentage used
100%
# trading signals issued by system since certification
336
# trading signals executed in manager's Interactive Brokers (Server 3) account
328
Percent signals followed since 02/01/2017
97.6%
This information was last updated
7/18/18 10:38 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 02/01/2017,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations.
Unlike the results shown in an actual performance record, these results do not represent actual trading.
Also, because these trades have not actually been executed, these results may have
underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity.
Simulated or hypothetical trading programs in general are
also subject to the fact that they are designed with the benefit of hindsight. No representation is being
made that any account will or is likely to achieve
profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely
account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere
to a particular trading program in spite of trading losses are material points which can also adversely affect
actual trading results. There are numerous other factors related to the markets in general or to the implementation
of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance
results and all of which can adversely affect actual trading results.
You may be interested to learn more technical details about
how RandBots calculates the hypothetical results you see on this web site.
R Option Mini
(109107515)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  02/01/2017 
Most recent certification approved  2/1/17 9:30 ET 
Trades at broker  Interactive Brokers (Server 3) 
Scaling percentage used  100% 
# trading signals issued by system since certification  336 
# trading signals executed in manager's Interactive Brokers (Server 3) account  328 
Percent signals followed since 02/01/2017  97.6% 
This information was last updated  7/18/18 10:38 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 02/01/2017, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
You may be interested to learn more technical details about how RandBots calculates the hypothetical results you see on this web site.
Subscription terms. Subscriptions to this system cost $169.00 per month.
Directional Bets
Uses primarily options to make bets about the direction or magnitude of price movements in assets.Rate of Return Calculations
Overview
To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.
How Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2017    +5.2%  +2.5%  +0.6%  +6.1%  (2.1%)  +12.1%  +2.1%  +0.2%  +2.4%  +1.0%  +1.3%  +35.4% 
2018  +3.0%  (20.7%)  (0.4%)  +2.4%  (0.2%)  (0.5%)  +1.7%  (15.9%) 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $60,000  
Buy Power  $73,166  
Cash  $1  
Equity  $1  
Cumulative $  $13,166  
Total System Equity  $73,166  
Margined  $1  
Open P/L  $1,107  
Data has been delayed by 168 hours for nonsubscribers 
System developer has asked us to delay this information by 168 hours.
Trading Record
Statistics

Strategy began1/29/2017

Suggested Minimum Cap$35,000

Strategy Age (days)534.78

Age18 months ago

What it tradesOptions

# Trades110

# Profitable90

% Profitable81.80%

Avg trade duration10.1 days

Max peaktovalley drawdown49.23%

drawdown periodJan 29, 2018  Feb 09, 2018

Annual Return (Compounded)8.8%

Avg win$461.13

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

Cash$73,166

Margin Used$0

Buying Power$73,166
 Ratios

W:L ratio1.46:1

Sharpe Ratio0.492

Sortino Ratio0.631

Calmar Ratio0.36
 CORRELATION STATISTICS

Correlation to SP5000.25300
 Return Statistics

Ann Return (w trading costs)8.8%

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

Chance of 10% account loss67.50%

Chance of 20% account loss42.50%

Chance of 30% account loss13.00%

Chance of 40% account loss3.00%

Chance of 50% account lossn/a
 Popularity

Popularity (Today)514

Popularity (Last 6 weeks)818

C2 Score27.6
 TradesOwnSystem Certification

Trades Own System?183865

TOS percent100%
 Subscription Price

Billing Period (days)30

Trial Days7
 Win / Loss

Avg Loss$1,417

Avg Win$461

# Winners90

# Losers20

% Winners81.8%
 Frequency

Avg Position Time (mins)14597.80

Avg Position Time (hrs)243.30

Avg Trade Length10.1 days

Last Trade Ago6
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.12953

SD0.20735

Sharpe ratio (Glass type estimate)0.62471

Sharpe ratio (Hedges UMVUE)0.59488

df16.00000

t0.74355

p0.40862

Lowerbound of 95% confidence interval for Sharpe Ratio1.04544

Upperbound of 95% confidence interval for Sharpe Ratio2.27583

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

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

Sortino ratio0.83949

Upside Potential Ratio1.80083

Upside part of mean0.27786

Downside part of mean0.14833

Upside SD0.13437

Downside SD0.15430

N nonnegative terms13.00000

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

N of observations17.00000

Mean of predictor0.10327

Mean of criterion0.12953

SD of predictor0.06464

SD of criterion0.20735

Covariance0.00568

r0.42410

b (slope, estimate of beta)1.36039

a (intercept, estimate of alpha)0.01096

Mean Square Error0.03761

DF error15.00000

t(b)1.81373

p(b)0.23834

t(a)0.06076

p(a)0.50999

Lowerbound of 95% confidence interval for beta0.23831

Upperbound of 95% confidence interval for beta2.95908

Lowerbound of 95% confidence interval for alpha0.39550

Upperbound of 95% confidence interval for alpha0.37358

Treynor index (mean / b)0.09522

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

Mean0.10725

SD0.21705

Sharpe ratio (Glass type estimate)0.49412

Sharpe ratio (Hedges UMVUE)0.47053

df16.00000

t0.58812

p0.42727

Lowerbound of 95% confidence interval for Sharpe Ratio1.16886

Upperbound of 95% confidence interval for Sharpe Ratio2.14199

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

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

Sortino ratio0.63162

Upside Potential Ratio1.58266

Upside part of mean0.26874

Downside part of mean0.16149

Upside SD0.12832

Downside SD0.16980

N nonnegative terms13.00000

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

N of observations17.00000

Mean of predictor0.10067

Mean of criterion0.10725

SD of predictor0.06396

SD of criterion0.21705

Covariance0.00582

r0.41939

b (slope, estimate of beta)1.42328

a (intercept, estimate of alpha)0.03603

Mean Square Error0.04141

DF error15.00000

t(b)1.78922

p(b)0.24106

t(a)0.19083

p(a)0.53132

Lowerbound of 95% confidence interval for beta0.27223

Upperbound of 95% confidence interval for beta3.11879

Lowerbound of 95% confidence interval for alpha0.43845

Upperbound of 95% confidence interval for alpha0.36640

Treynor index (mean / b)0.07536

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

VaR(95%)0.08983

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

VaR(95%)0.01510

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

Number of observations17.00000

Minimum0.81961

Quartile 11.00269

Median1.01640

Quartile 31.02642

Maximum1.12433

Mean of quarter 10.96037

Mean of quarter 21.01093

Mean of quarter 31.02182

Mean of quarter 41.07255

Inter Quartile Range0.02373

Number outliers low1.00000

Percentage of outliers low0.05882

Mean of outliers low0.81961

Number of outliers high2.00000

Percentage of outliers high0.11765

Mean of outliers high1.09625
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)2.27470

VaR(95%) (regression method)0.02432

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

Number of observations2.00000

Minimum0.01077

Quartile 10.05535

Median0.09993

Quartile 30.14452

Maximum0.18910

Mean of quarter 10.01077

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.18910

Inter Quartile Range0.08916

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

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

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.14896

Compounded annual return (geometric extrapolation)0.14472

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

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

Compounded annual return / Expected Shortfall lognormal1.27938

0.00000

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

Mean0.17495

SD0.35468

Sharpe ratio (Glass type estimate)0.49326

Sharpe ratio (Hedges UMVUE)0.49228

df379.00000

t0.59404

p0.27642

Lowerbound of 95% confidence interval for Sharpe Ratio1.13486

Upperbound of 95% confidence interval for Sharpe Ratio2.12080

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.13554

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.12011
 Statistics related to Sortino ratio

Sortino ratio0.63068

Upside Potential Ratio3.80362

Upside part of mean1.05512

Downside part of mean0.88017

Upside SD0.22053

Downside SD0.27740

N nonnegative terms178.00000

N negative terms202.00000
 Statistics related to linear regression on benchmark

N of observations380.00000

Mean of predictor0.12203

Mean of criterion0.17495

SD of predictor0.11096

SD of criterion0.35468

Covariance0.00991

r0.25187

b (slope, estimate of beta)0.80509

a (intercept, estimate of alpha)0.07700

Mean Square Error0.11813

DF error378.00000

t(b)5.05993

p(b)0.00000

t(a)0.26815

p(a)0.39436

Lowerbound of 95% confidence interval for beta0.49224

Upperbound of 95% confidence interval for beta1.11795

Lowerbound of 95% confidence interval for alpha0.48574

Upperbound of 95% confidence interval for alpha0.63915

Treynor index (mean / b)0.21730

Jensen alpha (a)0.07671
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.10889

SD0.36910

Sharpe ratio (Glass type estimate)0.29503

Sharpe ratio (Hedges UMVUE)0.29445

df379.00000

t0.35531

p0.36128

Lowerbound of 95% confidence interval for Sharpe Ratio1.33272

Upperbound of 95% confidence interval for Sharpe Ratio1.92245

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.33314

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.92203
 Statistics related to Sortino ratio

Sortino ratio0.35970

Upside Potential Ratio3.40952

Upside part of mean1.03218

Downside part of mean0.92329

Upside SD0.21040

Downside SD0.30273

N nonnegative terms178.00000

N negative terms202.00000
 Statistics related to linear regression on benchmark

N of observations380.00000

Mean of predictor0.11582

Mean of criterion0.10889

SD of predictor0.11140

SD of criterion0.36910

Covariance0.01000

r0.24318

b (slope, estimate of beta)0.80567

a (intercept, estimate of alpha)0.01558

Mean Square Error0.12851

DF error378.00000

t(b)4.87417

p(b)0.00000

t(a)0.05225

p(a)0.47918

Lowerbound of 95% confidence interval for beta0.48066

Upperbound of 95% confidence interval for beta1.13067

Lowerbound of 95% confidence interval for alpha0.57092

Upperbound of 95% confidence interval for alpha0.60209

Treynor index (mean / b)0.13516

Jensen alpha (a)0.01558
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03641

Expected Shortfall on VaR0.04552
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00768

Expected Shortfall on VaR0.01813
 ORDER STATISTICS
 Quartiles of return rates

Number of observations380.00000

Minimum0.78963

Quartile 11.00000

Median1.00000

Quartile 31.00256

Maximum1.16687

Mean of quarter 10.98678

Mean of quarter 21.00000

Mean of quarter 31.00102

Mean of quarter 41.01529

Inter Quartile Range0.00256

Number outliers low41.00000

Percentage of outliers low0.10790

Mean of outliers low0.97069

Number of outliers high55.00000

Percentage of outliers high0.14474

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

Extreme Value Index (moments method)1.23110

VaR(95%) (moments method)0.00643

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.62743

VaR(95%) (regression method)0.00859

Expected Shortfall (regression method)0.03284
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations28.00000

Minimum0.00005

Quartile 10.00086

Median0.00354

Quartile 30.02193

Maximum0.40758

Mean of quarter 10.00015

Mean of quarter 20.00235

Mean of quarter 30.01084

Mean of quarter 40.10083

Inter Quartile Range0.02107

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.07143

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

Extreme Value Index (moments method)0.77281

VaR(95%) (moments method)0.10347

Expected Shortfall (moments method)0.46428

Extreme Value Index (regression method)1.47862

VaR(95%) (regression method)0.09036

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.15132

Compounded annual return (geometric extrapolation)0.14660

Calmar ratio (compounded annual return / max draw down)0.35968

Compounded annual return / average of 25% largest draw downs1.45387

Compounded annual return / Expected Shortfall lognormal3.22086

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

Mean0.20051

SD0.56265

Sharpe ratio (Glass type estimate)0.35636

Sharpe ratio (Hedges UMVUE)0.35430

df130.00000

t0.25199

p0.51105

Lowerbound of 95% confidence interval for Sharpe Ratio3.12790

Upperbound of 95% confidence interval for Sharpe Ratio2.41639

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.12644

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.41784
 Statistics related to Sortino ratio

Sortino ratio0.44377

Upside Potential Ratio3.06324

Upside part of mean1.38403

Downside part of mean1.58453

Upside SD0.33192

Downside SD0.45182

N nonnegative terms33.00000

N negative terms98.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00932

Mean of criterion0.20051

SD of predictor0.16442

SD of criterion0.56265

Covariance0.01742

r0.18828

b (slope, estimate of beta)0.64429

a (intercept, estimate of alpha)0.20651

Mean Square Error0.30772

DF error129.00000

t(b)2.17741

p(b)0.38085

t(a)0.26324

p(a)0.51475

Lowerbound of 95% confidence interval for beta0.05885

Upperbound of 95% confidence interval for beta1.22972

Lowerbound of 95% confidence interval for alpha1.75867

Upperbound of 95% confidence interval for alpha1.34564

Treynor index (mean / b)0.31121

Jensen alpha (a)0.20651
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.36720

SD0.58894

Sharpe ratio (Glass type estimate)0.62349

Sharpe ratio (Hedges UMVUE)0.61989

df130.00000

t0.44088

p0.51932

Lowerbound of 95% confidence interval for Sharpe Ratio3.39525

Upperbound of 95% confidence interval for Sharpe Ratio2.15044

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.39272

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.15294
 Statistics related to Sortino ratio

Sortino ratio0.73991

Upside Potential Ratio2.68559

Upside part of mean1.33280

Downside part of mean1.70000

Upside SD0.31373

Downside SD0.49628

N nonnegative terms33.00000

N negative terms98.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.00418

Mean of criterion0.36720

SD of predictor0.16526

SD of criterion0.58894

Covariance0.01758

r0.18067

b (slope, estimate of beta)0.64386

a (intercept, estimate of alpha)0.36451

Mean Square Error0.33813

DF error129.00000

t(b)2.08633

p(b)0.38561

t(a)0.44325

p(a)0.52482

Lowerbound of 95% confidence interval for beta0.03327

Upperbound of 95% confidence interval for beta1.25444

Lowerbound of 95% confidence interval for alpha1.99156

Upperbound of 95% confidence interval for alpha1.26254

Treynor index (mean / b)0.57032

Jensen alpha (a)0.36451
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.05941

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

VaR(95%)0.01748

Expected Shortfall on VaR0.03936
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.78963

Quartile 11.00000

Median1.00000

Quartile 31.00010

Maximum1.16687

Mean of quarter 10.97631

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.02108

Inter Quartile Range0.00010

Number outliers low24.00000

Percentage of outliers low0.18321

Mean of outliers low0.96743

Number of outliers high31.00000

Percentage of outliers high0.23664

Mean of outliers high1.02242
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.55952

VaR(95%) (moments method)0.00680

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.12213

VaR(95%) (regression method)0.01394

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

Number of observations3.00000

Minimum0.00008

Quartile 10.00157

Median0.00306

Quartile 30.20532

Maximum0.40758

Mean of quarter 10.00008

Mean of quarter 20.00306

Mean of quarter 30.00000

Mean of quarter 40.40758

Inter Quartile Range0.20375

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)0.31208

Compounded annual return (geometric extrapolation)0.28773

Calmar ratio (compounded annual return / max draw down)0.70594

Compounded annual return / average of 25% largest draw downs0.70594

Compounded annual return / Expected Shortfall lognormal3.91361
Strategy Description
The Strategy is managed by Mario Randholm, CEO of Randholm & Co., an investment management company dedicated to managing capital for its clients and employees by adhering to mathematical and statistical methods.
This strategy is a similar to "R Option" designed to enjoy similar signal origination. Entries and exits may differ from "R Option" based on market conditions, leverage and margin requirements.
Commentary:
http://www.mariorandholm.com/2017/01/01/roption/
Description and Performance of R Option:
https://randbots.com/details/102125034
Summary Statistics
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.