Dual QM18
(106187009)
Subscription terms. Subscriptions to this system cost $129.00 per month.
Momentum
Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and shortsells a security that has been in a downward trend. While similar to Trendfollowing, tends to be more forwardlooking (predicting oncoming trend), while Momentum is more backwardlooking (observing alreadyestablished price direction).Sector: Technology
Focuses primarily on stocks of technology companies.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  

2016  +0.9%  +9.6%  +8.8%  +20.3%  
2017  +6.9%  (1.4%)  +2.8%  (0.1%)  +7.0%  (1.3%)  +7.9%  +0.6%  +1.1%  +13.2%  (2.1%)  (7.6%)  +28.2% 
2018  +10.2%  +2.4%  (4.2%)    +3.2%  +1.5%  (3.8%)  +6.9%  +3.0%  (13.2%)  +1.2%  (7%)  (2.2%) 
2019  +5.1%  +0.8%  +5.9% 
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  $25,000  
Buy Power  $24,024  
Cash  $1  
Equity  $1  
Cumulative $  $18,851  
Includes dividends and cashsettled expirations:  $419  Itemized 
Total System Equity  $43,851  
Margined  $1  
Open P/L  $44  
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 began10/3/2016

Suggested Minimum Cap$35,000

Strategy Age (days)868.64

Age29 months ago

What it tradesStocks

# Trades81

# Profitable43

% Profitable53.10%

Avg trade duration45.2 days

Max peaktovalley drawdown22.67%

drawdown periodOct 01, 2018  Dec 26, 2018

Annual Return (Compounded)21.7%

Avg win$798.33

Avg loss$419.61
 Model Account Values (Raw)

Cash$23,699

Margin Used$0

Buying Power$24,024
 Ratios

W:L ratio2.21:1

Sharpe Ratio1.181

Sortino Ratio1.688

Calmar Ratio1.393
 CORRELATION STATISTICS

Correlation to SP5000.40200
 Return Statistics

Ann Return (w trading costs)21.7%

Ann Return (Compnd, No Fees)26.6%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss31.50%

Chance of 20% account loss9.50%

Chance of 30% account loss2.50%

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)727

C2 Score86.1
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days15
 Win / Loss

Avg Loss$420

Avg Win$800

# Winners43

# Losers38

% Winners53.1%
 Frequency

Avg Position Time (mins)65070.30

Avg Position Time (hrs)1084.51

Avg Trade Length45.2 days

Last Trade Ago3
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.23587

SD0.22261

Sharpe ratio (Glass type estimate)1.05955

Sharpe ratio (Hedges UMVUE)1.02980

df27.00000

t1.61849

p0.05859

Lowerbound of 95% confidence interval for Sharpe Ratio0.26333

Upperbound of 95% confidence interval for Sharpe Ratio2.36381

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.28237

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.34196
 Statistics related to Sortino ratio

Sortino ratio2.16961

Upside Potential Ratio3.90899

Upside part of mean0.42496

Downside part of mean0.18909

Upside SD0.20150

Downside SD0.10871

N nonnegative terms17.00000

N negative terms11.00000
 Statistics related to linear regression on benchmark

N of observations28.00000

Mean of predictor0.07370

Mean of criterion0.23587

SD of predictor0.09420

SD of criterion0.22261

Covariance0.01199

r0.57193

b (slope, estimate of beta)1.35161

a (intercept, estimate of alpha)0.13625

Mean Square Error0.03463

DF error26.00000

t(b)3.55509

p(b)0.00074

t(a)1.08998

p(a)0.14286

Lowerbound of 95% confidence interval for beta0.57012

Upperbound of 95% confidence interval for beta2.13310

Lowerbound of 95% confidence interval for alpha0.12070

Upperbound of 95% confidence interval for alpha0.39320

Treynor index (mean / b)0.17451

Jensen alpha (a)0.13625
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.21026

SD0.21721

Sharpe ratio (Glass type estimate)0.96798

Sharpe ratio (Hedges UMVUE)0.94080

df27.00000

t1.47861

p0.07541

Lowerbound of 95% confidence interval for Sharpe Ratio0.34916

Upperbound of 95% confidence interval for Sharpe Ratio2.26798

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.36661

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.24820
 Statistics related to Sortino ratio

Sortino ratio1.86327

Upside Potential Ratio3.59004

Upside part of mean0.40511

Downside part of mean0.19485

Upside SD0.19091

Downside SD0.11284

N nonnegative terms17.00000

N negative terms11.00000
 Statistics related to linear regression on benchmark

N of observations28.00000

Mean of predictor0.06904

Mean of criterion0.21026

SD of predictor0.09437

SD of criterion0.21721

Covariance0.01190

r0.58037

b (slope, estimate of beta)1.33579

a (intercept, estimate of alpha)0.11803

Mean Square Error0.03249

DF error26.00000

t(b)3.63394

p(b)0.00060

t(a)0.97787

p(a)0.16858

Lowerbound of 95% confidence interval for beta0.58020

Upperbound of 95% confidence interval for beta2.09137

Lowerbound of 95% confidence interval for alpha0.13008

Upperbound of 95% confidence interval for alpha0.36614

Treynor index (mean / b)0.15740

Jensen alpha (a)0.11803
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.08205

Expected Shortfall on VaR0.10555
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.03116

Expected Shortfall on VaR0.06236
 ORDER STATISTICS
 Quartiles of return rates

Number of observations28.00000

Minimum0.90667

Quartile 10.98295

Median1.00815

Quartile 31.06541

Maximum1.13452

Mean of quarter 10.94569

Mean of quarter 20.99709

Mean of quarter 31.03335

Mean of quarter 41.11180

Inter Quartile Range0.08246

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 for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)1.12430

VaR(95%) (moments method)0.05393

Expected Shortfall (moments method)0.05783

Extreme Value Index (regression method)1.15214

VaR(95%) (regression method)0.07042

Expected Shortfall (regression method)0.07532
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations5.00000

Minimum0.01492

Quartile 10.02343

Median0.03446

Quartile 30.09018

Maximum0.10954

Mean of quarter 10.01918

Mean of quarter 20.03446

Mean of quarter 30.09018

Mean of quarter 40.10954

Inter Quartile Range0.06675

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)0.31851

Compounded annual return (geometric extrapolation)0.26892

Calmar ratio (compounded annual return / max draw down)2.45491

Compounded annual return / average of 25% largest draw downs2.45491

Compounded annual return / Expected Shortfall lognormal2.54768

0.00000

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

Mean0.23096

SD0.19525

Sharpe ratio (Glass type estimate)1.18289

Sharpe ratio (Hedges UMVUE)1.18145

df616.00000

t1.81525

p0.03499

Lowerbound of 95% confidence interval for Sharpe Ratio0.09647

Upperbound of 95% confidence interval for Sharpe Ratio2.46133

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.09744

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.46034
 Statistics related to Sortino ratio

Sortino ratio1.68766

Upside Potential Ratio9.19105

Upside part of mean1.25780

Downside part of mean1.02684

Upside SD0.13977

Downside SD0.13685

N nonnegative terms351.00000

N negative terms266.00000
 Statistics related to linear regression on benchmark

N of observations617.00000

Mean of predictor0.08657

Mean of criterion0.23096

SD of predictor0.12812

SD of criterion0.19525

Covariance0.01047

r0.41863

b (slope, estimate of beta)0.63794

a (intercept, estimate of alpha)0.17600

Mean Square Error0.03149

DF error615.00000

t(b)11.43150

p(b)0.00000

t(a)1.51829

p(a)0.06473

Lowerbound of 95% confidence interval for beta0.52835

Upperbound of 95% confidence interval for beta0.74753

Lowerbound of 95% confidence interval for alpha0.05157

Upperbound of 95% confidence interval for alpha0.40303

Treynor index (mean / b)0.36204

Jensen alpha (a)0.17573
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.21177

SD0.19557

Sharpe ratio (Glass type estimate)1.08282

Sharpe ratio (Hedges UMVUE)1.08150

df616.00000

t1.66168

p0.04854

Lowerbound of 95% confidence interval for Sharpe Ratio0.19621

Upperbound of 95% confidence interval for Sharpe Ratio2.36103

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.19712

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.36012
 Statistics related to Sortino ratio

Sortino ratio1.52489

Upside Potential Ratio8.98672

Upside part of mean1.24805

Downside part of mean1.03628

Upside SD0.13810

Downside SD0.13888

N nonnegative terms351.00000

N negative terms266.00000
 Statistics related to linear regression on benchmark

N of observations617.00000

Mean of predictor0.07834

Mean of criterion0.21177

SD of predictor0.12835

SD of criterion0.19557

Covariance0.01053

r0.41939

b (slope, estimate of beta)0.63905

a (intercept, estimate of alpha)0.16171

Mean Square Error0.03157

DF error615.00000

t(b)11.45690

p(b)0.00000

t(a)1.39561

p(a)0.08167

Lowerbound of 95% confidence interval for beta0.52951

Upperbound of 95% confidence interval for beta0.74859

Lowerbound of 95% confidence interval for alpha0.06584

Upperbound of 95% confidence interval for alpha0.38926

Treynor index (mean / b)0.33139

Jensen alpha (a)0.16171
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01889

Expected Shortfall on VaR0.02382
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00816

Expected Shortfall on VaR0.01673
 ORDER STATISTICS
 Quartiles of return rates

Number of observations617.00000

Minimum0.93256

Quartile 10.99513

Median1.00151

Quartile 31.00749

Maximum1.06964

Mean of quarter 10.98618

Mean of quarter 20.99859

Mean of quarter 31.00429

Mean of quarter 41.01498

Inter Quartile Range0.01236

Number outliers low20.00000

Percentage of outliers low0.03241

Mean of outliers low0.96783

Number of outliers high9.00000

Percentage of outliers high0.01459

Mean of outliers high1.03543
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.06626

VaR(95%) (moments method)0.01219

Expected Shortfall (moments method)0.01732

Extreme Value Index (regression method)0.17012

VaR(95%) (regression method)0.01216

Expected Shortfall (regression method)0.01840
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations27.00000

Minimum0.00043

Quartile 10.00462

Median0.02375

Quartile 30.07036

Maximum0.19444

Mean of quarter 10.00168

Mean of quarter 20.01000

Mean of quarter 30.05291

Mean of quarter 40.12181

Inter Quartile Range0.06574

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.03704

Mean of outliers high0.19444
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.08652

VaR(95%) (moments method)0.13410

Expected Shortfall (moments method)0.14185

Extreme Value Index (regression method)0.14410

VaR(95%) (regression method)0.14046

Expected Shortfall (regression method)0.17266
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.32207

Compounded annual return (geometric extrapolation)0.27084

Calmar ratio (compounded annual return / max draw down)1.39296

Compounded annual return / average of 25% largest draw downs2.22345

Compounded annual return / Expected Shortfall lognormal11.37200

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

Mean0.11009

SD0.15074

Sharpe ratio (Glass type estimate)0.73033

Sharpe ratio (Hedges UMVUE)0.72611

df130.00000

t0.51642

p0.52262

Lowerbound of 95% confidence interval for Sharpe Ratio3.50223

Upperbound of 95% confidence interval for Sharpe Ratio2.04423

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.49932

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.04710
 Statistics related to Sortino ratio

Sortino ratio0.94416

Upside Potential Ratio7.40466

Upside part of mean0.86340

Downside part of mean0.97349

Upside SD0.09487

Downside SD0.11660

N nonnegative terms74.00000

N negative terms57.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.05619

Mean of criterion0.11009

SD of predictor0.19090

SD of criterion0.15074

Covariance0.01696

r0.58951

b (slope, estimate of beta)0.46548

a (intercept, estimate of alpha)0.08394

Mean Square Error0.01494

DF error129.00000

t(b)8.28894

p(b)0.14775

t(a)0.48548

p(a)0.52718

Lowerbound of 95% confidence interval for beta0.35437

Upperbound of 95% confidence interval for beta0.57659

Lowerbound of 95% confidence interval for alpha0.42601

Upperbound of 95% confidence interval for alpha0.25814

Treynor index (mean / b)0.23651

Jensen alpha (a)0.08394
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.12142

SD0.15119

Sharpe ratio (Glass type estimate)0.80311

Sharpe ratio (Hedges UMVUE)0.79846

df130.00000

t0.56788

p0.52487

Lowerbound of 95% confidence interval for Sharpe Ratio3.57518

Upperbound of 95% confidence interval for Sharpe Ratio1.97187

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.57197

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.97504
 Statistics related to Sortino ratio

Sortino ratio1.03122

Upside Potential Ratio7.29396

Upside part of mean0.85885

Downside part of mean0.98027

Upside SD0.09421

Downside SD0.11775

N nonnegative terms74.00000

N negative terms57.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.07427

Mean of criterion0.12142

SD of predictor0.19089

SD of criterion0.15119

Covariance0.01700

r0.58901

b (slope, estimate of beta)0.46651

a (intercept, estimate of alpha)0.08678

Mean Square Error0.01504

DF error129.00000

t(b)8.27822

p(b)0.14800

t(a)0.50013

p(a)0.52800

Lowerbound of 95% confidence interval for beta0.35501

Upperbound of 95% confidence interval for beta0.57801

Lowerbound of 95% confidence interval for alpha0.43007

Upperbound of 95% confidence interval for alpha0.25652

Treynor index (mean / b)0.26028

Jensen alpha (a)0.08678
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01570

Expected Shortfall on VaR0.01953
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00789

Expected Shortfall on VaR0.01529
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96169

Quartile 10.99431

Median1.00068

Quartile 31.00465

Maximum1.02380

Mean of quarter 10.98751

Mean of quarter 20.99806

Mean of quarter 31.00275

Mean of quarter 41.01052

Inter Quartile Range0.01034

Number outliers low1.00000

Percentage of outliers low0.00763

Mean of outliers low0.96169

Number of outliers high2.00000

Percentage of outliers high0.01527

Mean of outliers high1.02247
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.28297

VaR(95%) (moments method)0.01233

Expected Shortfall (moments method)0.01492

Extreme Value Index (regression method)0.25078

VaR(95%) (regression method)0.01193

Expected Shortfall (regression method)0.01444
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.01497

Quartile 10.01643

Median0.01789

Quartile 30.10616

Maximum0.19444

Mean of quarter 10.01497

Mean of quarter 20.01789

Mean of quarter 30.00000

Mean of quarter 40.19444

Inter Quartile Range0.08973

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)0.09136

Compounded annual return (geometric extrapolation)0.08928

Calmar ratio (compounded annual return / max draw down)0.45916

Compounded annual return / average of 25% largest draw downs0.45916

Compounded annual return / Expected Shortfall lognormal4.57097
Strategy Description
*Adaptive Asset Allocation (AAA) is based on the Nobel Prize winning portfolio theory of Markowitz (1952).
*AAA combines asset’s momentum, volatilities, and crosscorrelations for building diversified investment portfolios.
*In a tactical application AAA exploits momentum for crash detection and results in consistent returns at mitigated risk levels.
*In uptrending markets capital is allocated into offensive assets, like stocks, some ETFs, REITs, and commodities, while during market selloffs especially intermediate UStreasuries are in vogue or ETFs and Stocks with low correlation.
This strategy opens the possibility of capturing high returns in the short term of High Quality Stocks. Through the use of Stocks and some ETFs with a low correlation between them, we seek to identify market anomalies with a Low ratio: Risk / Reward.
Through a quantitative methodology called "Adaptive Asset Allocation" (AAA), this strategy allows to adapt each month, both the composition of the portfolio and the size of each position. In this way, it seeks to maximize profitability over the medium term and control portfolio volatility.
The system has been backtested from 2010 and in this testing has produced consistently profitable results. Based on this backtesting staking levels are set to target an average return of around 100% every two years.
Backtesting data is hypothetical and it has not been verified by C2.
My system generates around 50 trades a year. This is not a high frequency system, we would expect 4 trades per month on average . This is a purely mechanical system with no discretionary elements. If you wish to receive the results of the Back Testing applied to this strategy, feel free to request them.
I invite you to see an additional strategy that has been recording similar results: https://collective2.com/details/106804598
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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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.