Amadey_MF
(46201329)
Subscription terms. Subscriptions to this system cost $5.00 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 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  

2010                          0.0 
2011                          0.0 
2012                          0.0 
2013                          0.0 
2014                          0.0 
2015                          0.0 
2016                          0.0 
2017                          0.0 
2018                          0.0 
2019                        0.0  
2020                          0.0 
2021                    0.0 
Model Account Details
A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $25,000  
Buy Power  $25,003  
Cash  $25,003  
Equity  $0  
Cumulative $  $3  
Total System Equity  $25,003  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began1/5/2010

Suggested Minimum Cap$25,000

Strategy Age (days)4279.89

Age143 months ago

What it tradesStocks

# Trades1

# Profitable1

% Profitable100.00%

Avg trade duration13.9 minutes

Max peaktovalley drawdown0.01%

drawdown periodJan 05, 2010  Jan 06, 2010

Annual Return (Compounded)0.0%

Avg win$3.00

Avg loss$0.00
 Model Account Values (Raw)

Cash$25,003

Margin Used$0

Buying Power$25,003
 Ratios

W:L ratio

Sharpe Ratio159.74

Sortino Ratio15.8

Calmar Ratio
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)298.97%

Correlation to SP5000.01670

Return Percent SP500 (cumu) during strategy life299.56%
 Return Statistics

Ann Return (w trading costs)n/a
 Slump

Current Slump as Pcnt Equityn/a
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy lifen/a
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)n/a
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocks1.00%

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)n/a
 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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$0

Avg Win$3

Sum Trade PL (losers)$0.000
 Age

Num Months filled monthly returns table141
 Win / Loss

Sum Trade PL (winners)$3.000

# Winners1

Num Months Winners1
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers0

% Winners100.0%
 Frequency

Avg Position Time (mins)13.90

Avg Position Time (hrs)0.23

Avg Trade Length0.0 days

Last Trade Ago4279
 Regression

Alpha0.01

Beta0.00

Treynor Index
 Maximum Adverse Excursion (MAE)

HoldandHope Ratio0.000
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.02790

SD0.00005

Sharpe ratio (Glass type estimate)582.53400

Sharpe ratio (Hedges UMVUE)571.53100

df40.00000

t1076.77000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation696.77600

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation446.28700
 Statistics related to Sortino ratio

Sortino ratio3.46404

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02790

Upside SD0.00000

Downside SD0.00806

N nonnegative terms0.00000

N negative terms41.00000
 Statistics related to linear regression on benchmark

N of observations41.00000

Mean of predictor311.19300

Mean of criterion0.02790

SD of predictor574.40400

SD of criterion0.00005

Covariance0.02455

r0.89221

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.02793

Mean Square Error0.00000

DF error39.00000

t(b)12.33740

p(b)0.00000

t(a)2327.19000

p(a)1.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.02795

Upperbound of 95% confidence interval for alpha0.02790

Treynor index (mean / b)375035.00000

Jensen alpha (a)0.02793
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02787

SD0.00005

Sharpe ratio (Glass type estimate)581.87700

Sharpe ratio (Hedges UMVUE)570.88700

df40.00000

t1075.55000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation695.99000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation445.78400
 Statistics related to Sortino ratio

Sortino ratio3.46404

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02787

Upside SD0.00000

Downside SD0.00805

N nonnegative terms0.00000

N negative terms41.00000
 Statistics related to linear regression on benchmark

N of observations41.00000

Mean of predictor2.42472

Mean of criterion0.02787

SD of predictor3.76024

SD of criterion0.00005

Covariance0.00016

r0.88728

b (slope, estimate of beta)0.00001

a (intercept, estimate of alpha)0.02790

Mean Square Error0.00000

DF error39.00000

t(b)12.01380

p(b)0.00000

t(a)2265.00000

p(a)1.00000

Lowerbound of 95% confidence interval for beta0.00001

Upperbound of 95% confidence interval for beta0.00001

Lowerbound of 95% confidence interval for alpha0.02792

Upperbound of 95% confidence interval for alpha0.02787

Treynor index (mean / b)2465.95000

Jensen alpha (a)0.02790
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00234

Expected Shortfall on VaR0.00235
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00233

Expected Shortfall on VaR0.00233
 ORDER STATISTICS
 Quartiles of return rates

Number of observations41.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00008

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00001

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.04878

Mean of outliers high1.00006
 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 observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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)0.00004

Compounded annual return (geometric extrapolation)0.00004

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal0.01495

0.00000

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

Mean0.02787

SD0.00004

Sharpe ratio (Glass type estimate)750.24600

Sharpe ratio (Hedges UMVUE)749.62600

df908.00000

t1397.45000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation784.12000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation715.13300
 Statistics related to Sortino ratio

Sortino ratio16.18270

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02787

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms909.00000
 Statistics related to linear regression on benchmark

N of observations909.00000

Mean of predictor327.83700

Mean of criterion0.02787

SD of predictor609.87800

SD of criterion0.00004

Covariance0.01307

r0.57673

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.02800

Mean Square Error0.00000

DF error907.00000

t(b)21.26150

p(b)0.00000

t(a)1709.43000

p(a)1.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.02792

Upperbound of 95% confidence interval for alpha0.02785

Treynor index (mean / b)793359.00000

Jensen alpha (a)0.02789
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02787

SD0.00004

Sharpe ratio (Glass type estimate)750.22100

Sharpe ratio (Hedges UMVUE)749.60200

df908.00000

t1397.40000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation784.09400

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation715.10900
 Statistics related to Sortino ratio

Sortino ratio16.18270

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02787

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

N negative terms909.00000
 Statistics related to linear regression on benchmark

N of observations909.00000

Mean of predictor2.39494

Mean of criterion0.02787

SD of predictor3.78846

SD of criterion0.00004

Covariance0.00008

r0.57469

b (slope, estimate of beta)0.00001

a (intercept, estimate of alpha)0.02789

Mean Square Error0.00000

DF error907.00000

t(b)21.14900

p(b)0.00000

t(a)1706.13000

p(a)1.00000

Lowerbound of 95% confidence interval for beta0.00001

Upperbound of 95% confidence interval for beta0.00001

Lowerbound of 95% confidence interval for alpha0.02792

Upperbound of 95% confidence interval for alpha0.02785

Treynor index (mean / b)4945.57000

Jensen alpha (a)0.02789
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00011

Expected Shortfall on VaR0.00011
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00011

Expected Shortfall on VaR0.00011
 ORDER STATISTICS
 Quartiles of return rates

Number of observations909.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00004

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high3.00000

Percentage of outliers high0.00330

Mean of outliers high1.00004
 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 observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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)0.00003

Compounded annual return (geometric extrapolation)0.00003

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal0.31127

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

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)0.00000

Sharpe ratio (Hedges UMVUE)0.00000

df0.00000

t0.00000

p0.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

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

N of observations131.00000

Mean of predictor1.14200

Mean of criterion0.02791

SD of predictor0.45299

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.00000

Mean Square Error0.00000

DF error0.00000

t(b)0.00000

p(b)0.00000

t(a)0.00000

p(a)0.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.00000

Upperbound of 95% confidence interval for alpha0.00000

Treynor index (mean / b)0.00000

Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.02791

SD0.00000

Sharpe ratio (Glass type estimate)9748420000000000.00000

Sharpe ratio (Hedges UMVUE)9692070000000000.00000

df130.00000

t6893170000000000.00000

p1.00000

Lowerbound of 95% confidence interval for Sharpe Ratio0.00000

Upperbound of 95% confidence interval for Sharpe Ratio0.00000

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation10870200000000000.00000

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation8513980000000000.00000
 Statistics related to Sortino ratio

Sortino ratio16.18640

Upside Potential Ratio0.00000

Upside part of mean0.00000

Downside part of mean0.02791

Upside SD0.00000

Downside SD0.00172

N nonnegative terms0.00000

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

N of observations131.00000

Mean of predictor1.03478

Mean of criterion0.02791

SD of predictor0.46363

SD of criterion0.00000

Covariance0.00000

r0.00000

b (slope, estimate of beta)0.00000

a (intercept, estimate of alpha)0.02791

Mean Square Error0.00000

DF error129.00000

t(b)0.00000

p(b)0.50000

t(a)6801760000000000.00000

p(a)1.00000

VAR (95 Confidence Intrvl)0.00000

Lowerbound of 95% confidence interval for beta0.00000

Upperbound of 95% confidence interval for beta0.00000

Lowerbound of 95% confidence interval for alpha0.02791

Upperbound of 95% confidence interval for alpha0.02791

Treynor index (mean / b)229354000000000006149825963753472.00000

Jensen alpha (a)0.02791
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00011

Expected Shortfall on VaR0.00011
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.00000

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00000

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 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 observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?757416000

Max Equity Drawdown (num days)1
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.00000

Compounded annual return (geometric extrapolation)0.00000

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal0.00000
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.
Not available
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Strategy is now visible
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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.