Seasonal Simplicity
(100051145)
Subscription terms. Subscriptions to this system cost $50.00 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.
Commodities
Focuses on nonfinancial futures such as "softs" and grains, or metals and energy.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  

2018  +4.8%  +5.1%  +1.0%  +0.4%  +1.2%  +7.8%  (2.6%)  +18.7%  
2019  (1%)  +1.9%  +10.8%  +0.2%  (2%)  (0.7%)  (1.8%)      +7.1% 
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  $50,000  
Buy Power  $65,594  
Cash  $1  
Equity  $1  
Cumulative $  $15,594  
Total System Equity  $65,594  
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 began6/18/2018

Suggested Minimum Cap$60,000

Strategy Age (days)449.41

Age15 months ago

What it tradesFutures

# Trades124

# Profitable63

% Profitable50.80%

Avg trade duration31.7 days

Max peaktovalley drawdown14.2%

drawdown periodNov 15, 2018  Feb 11, 2019

Annual Return (Compounded)21.4%

Avg win$2,616

Avg loss$2,446
 Model Account Values (Raw)

Cash$65,594

Margin Used$0

Buying Power$65,594
 Ratios

W:L ratio1.10:1

Sharpe Ratio1.08

Sortino Ratio1.63

Calmar Ratio2.627
 CORRELATION STATISTICS

Correlation to SP5000.07970
 Return Statistics

Ann Return (w trading costs)21.4%

Ann Return (Compnd, No Fees)24.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss41.50%

Chance of 20% account loss7.50%

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)748
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$2,446

Avg Win$2,616

# Winners63

# Losers61

% Winners50.8%
 Frequency

Avg Position Time (mins)45605.90

Avg Position Time (hrs)760.10

Avg Trade Length31.7 days

Last Trade Ago41
 Leverage

Daily leverage (average)10.08

Daily leverage (max)25.92
 Regression

Alpha0.05

Beta0.08

Treynor Index0.67
 Maximum Adverse Excursion (MAE)

Avg(MAE) / Avg(PL)  All trades46.154

Avg(MAE) / Avg(PL)  Winning trades0.187

Avg(MAE) / Avg(PL)  Losing trades1.308

HoldandHope Ratio0.022
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.26111

SD0.20427

Sharpe ratio (Glass type estimate)1.27823

Sharpe ratio (Hedges UMVUE)1.18870

df11.00000

t1.27823

p0.11374

Lowerbound of 95% confidence interval for Sharpe Ratio0.77827

Upperbound of 95% confidence interval for Sharpe Ratio3.28133

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.83322

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.21063
 Statistics related to Sortino ratio

Sortino ratio2.95379

Upside Potential Ratio4.87286

Upside part of mean0.43075

Downside part of mean0.16964

Upside SD0.19004

Downside SD0.08840

N nonnegative terms7.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations12.00000

Mean of predictor0.06047

Mean of criterion0.26111

SD of predictor0.13422

SD of criterion0.20427

Covariance0.00045

r0.01641

b (slope, estimate of beta)0.02498

a (intercept, estimate of alpha)0.26262

Mean Square Error0.04589

DF error10.00000

t(b)0.05190

p(b)0.52019

t(a)1.21480

p(a)0.12617

Lowerbound of 95% confidence interval for beta1.09718

Upperbound of 95% confidence interval for beta1.04723

Lowerbound of 95% confidence interval for alpha0.21906

Upperbound of 95% confidence interval for alpha0.74430

Treynor index (mean / b)10.45460

Jensen alpha (a)0.26262
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.23959

SD0.19854

Sharpe ratio (Glass type estimate)1.20677

Sharpe ratio (Hedges UMVUE)1.12225

df11.00000

t1.20677

p0.12642

Lowerbound of 95% confidence interval for Sharpe Ratio0.84097

Upperbound of 95% confidence interval for Sharpe Ratio3.20371

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.89304

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.13753
 Statistics related to Sortino ratio

Sortino ratio2.64220

Upside Potential Ratio4.55312

Upside part of mean0.41287

Downside part of mean0.17328

Upside SD0.18082

Downside SD0.09068

N nonnegative terms7.00000

N negative terms5.00000
 Statistics related to linear regression on benchmark

N of observations12.00000

Mean of predictor0.05181

Mean of criterion0.23959

SD of predictor0.13607

SD of criterion0.19854

Covariance0.00054

r0.01985

b (slope, estimate of beta)0.02897

a (intercept, estimate of alpha)0.24109

Mean Square Error0.04334

DF error10.00000

t(b)0.06280

p(b)0.52442

t(a)1.15049

p(a)0.13836

Lowerbound of 95% confidence interval for beta1.05689

Upperbound of 95% confidence interval for beta0.99894

Lowerbound of 95% confidence interval for alpha0.22583

Upperbound of 95% confidence interval for alpha0.70802

Treynor index (mean / b)8.27000

Jensen alpha (a)0.24109
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.07161

Expected Shortfall on VaR0.09338
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02948

Expected Shortfall on VaR0.05500
 ORDER STATISTICS
 Quartiles of return rates

Number of observations12.00000

Minimum0.93930

Quartile 10.98478

Median1.02349

Quartile 31.05883

Maximum1.13381

Mean of quarter 10.95745

Mean of quarter 20.99479

Mean of quarter 31.04339

Mean of quarter 41.10071

Inter Quartile Range0.07405

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)130.34800

VaR(95%) (moments method)0.03521

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)3.02105

VaR(95%) (regression method)0.09663

Expected Shortfall (regression method)0.09724
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations3.00000

Minimum0.01522

Quartile 10.04068

Median0.06615

Quartile 30.07054

Maximum0.07493

Mean of quarter 10.01522

Mean of quarter 20.06615

Mean of quarter 30.00000

Mean of quarter 40.07493

Inter Quartile Range0.02985

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)0.30669

Compounded annual return (geometric extrapolation)0.30669

Calmar ratio (compounded annual return / max draw down)4.09332

Compounded annual return / average of 25% largest draw downs4.09332

Compounded annual return / Expected Shortfall lognormal3.28437

0.00000

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

Mean0.23750

SD0.15184

Sharpe ratio (Glass type estimate)1.56409

Sharpe ratio (Hedges UMVUE)1.55993

df282.00000

t1.62557

p0.05258

Lowerbound of 95% confidence interval for Sharpe Ratio0.32751

Upperbound of 95% confidence interval for Sharpe Ratio3.45300

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.33030

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.45016
 Statistics related to Sortino ratio

Sortino ratio2.38350

Upside Potential Ratio9.71095

Upside part of mean0.96762

Downside part of mean0.73013

Upside SD0.11516

Downside SD0.09964

N nonnegative terms140.00000

N negative terms143.00000
 Statistics related to linear regression on benchmark

N of observations283.00000

Mean of predictor0.05105

Mean of criterion0.23750

SD of predictor0.16014

SD of criterion0.15184

Covariance0.00189

r0.07777

b (slope, estimate of beta)0.07374

a (intercept, estimate of alpha)0.23400

Mean Square Error0.02300

DF error281.00000

t(b)1.30756

p(b)0.09605

t(a)1.60150

p(a)0.05519

Lowerbound of 95% confidence interval for beta0.03727

Upperbound of 95% confidence interval for beta0.18474

Lowerbound of 95% confidence interval for alpha0.05355

Upperbound of 95% confidence interval for alpha0.52102

Treynor index (mean / b)3.22092

Jensen alpha (a)0.23373
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.22590

SD0.15175

Sharpe ratio (Glass type estimate)1.48864

Sharpe ratio (Hedges UMVUE)1.48467

df282.00000

t1.54715

p0.06147

Lowerbound of 95% confidence interval for Sharpe Ratio0.40249

Upperbound of 95% confidence interval for Sharpe Ratio3.37719

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.40514

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.37449
 Statistics related to Sortino ratio

Sortino ratio2.24494

Upside Potential Ratio9.55013

Upside part of mean0.96097

Downside part of mean0.73508

Upside SD0.11408

Downside SD0.10062

N nonnegative terms140.00000

N negative terms143.00000
 Statistics related to linear regression on benchmark

N of observations283.00000

Mean of predictor0.03826

Mean of criterion0.22590

SD of predictor0.16019

SD of criterion0.15175

Covariance0.00191

r0.07841

b (slope, estimate of beta)0.07428

a (intercept, estimate of alpha)0.22305

Mean Square Error0.02297

DF error281.00000

t(b)1.31852

p(b)0.09420

t(a)1.52951

p(a)0.06363

Lowerbound of 95% confidence interval for beta0.03661

Upperbound of 95% confidence interval for beta0.18518

Lowerbound of 95% confidence interval for alpha0.06401

Upperbound of 95% confidence interval for alpha0.51012

Treynor index (mean / b)3.04110

Jensen alpha (a)0.22305
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01445

Expected Shortfall on VaR0.01830
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00642

Expected Shortfall on VaR0.01300
 ORDER STATISTICS
 Quartiles of return rates

Number of observations283.00000

Minimum0.96357

Quartile 10.99664

Median1.00005

Quartile 31.00576

Maximum1.03555

Mean of quarter 10.98994

Mean of quarter 20.99917

Mean of quarter 31.00255

Mean of quarter 41.01242

Inter Quartile Range0.00913

Number outliers low10.00000

Percentage of outliers low0.03534

Mean of outliers low0.97655

Number of outliers high11.00000

Percentage of outliers high0.03887

Mean of outliers high1.02466
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.22410

VaR(95%) (moments method)0.00937

Expected Shortfall (moments method)0.01508

Extreme Value Index (regression method)0.16670

VaR(95%) (regression method)0.00990

Expected Shortfall (regression method)0.01291
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations15.00000

Minimum0.00044

Quartile 10.00358

Median0.01451

Quartile 30.03187

Maximum0.10999

Mean of quarter 10.00199

Mean of quarter 20.00790

Mean of quarter 30.02035

Mean of quarter 40.07635

Inter Quartile Range0.02829

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.13333

Mean of outliers high0.10596
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)3.01372

VaR(95%) (moments method)0.07750

Expected Shortfall (moments method)0.07798

Extreme Value Index (regression method)2.03679

VaR(95%) (regression method)0.12027

Expected Shortfall (regression method)0.12248
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.29200

Compounded annual return (geometric extrapolation)0.28892

Calmar ratio (compounded annual return / max draw down)2.62665

Compounded annual return / average of 25% largest draw downs3.78394

Compounded annual return / Expected Shortfall lognormal15.78780

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

Mean0.22888

SD0.16760

Sharpe ratio (Glass type estimate)1.36562

Sharpe ratio (Hedges UMVUE)1.35773

df130.00000

t0.96564

p0.45781

Lowerbound of 95% confidence interval for Sharpe Ratio1.41369

Upperbound of 95% confidence interval for Sharpe Ratio4.13986

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.41899

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.13444
 Statistics related to Sortino ratio

Sortino ratio2.08811

Upside Potential Ratio8.98658

Upside part of mean0.98505

Downside part of mean0.75616

Upside SD0.12673

Downside SD0.10961

N nonnegative terms62.00000

N negative terms69.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.20019

Mean of criterion0.22888

SD of predictor0.13651

SD of criterion0.16760

Covariance0.00149

r0.06516

b (slope, estimate of beta)0.08000

a (intercept, estimate of alpha)0.21287

Mean Square Error0.02819

DF error129.00000

t(b)0.74164

p(b)0.45855

t(a)0.89283

p(a)0.45016

Lowerbound of 95% confidence interval for beta0.13343

Upperbound of 95% confidence interval for beta0.29343

Lowerbound of 95% confidence interval for alpha0.25885

Upperbound of 95% confidence interval for alpha0.68459

Treynor index (mean / b)2.86098

Jensen alpha (a)0.21287
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.21485

SD0.16746

Sharpe ratio (Glass type estimate)1.28298

Sharpe ratio (Hedges UMVUE)1.27556

df130.00000

t0.90720

p0.46034

Lowerbound of 95% confidence interval for Sharpe Ratio1.49563

Upperbound of 95% confidence interval for Sharpe Ratio4.05675

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.50058

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.05170
 Statistics related to Sortino ratio

Sortino ratio1.93852

Upside Potential Ratio8.81549

Upside part of mean0.97703

Downside part of mean0.76218

Upside SD0.12539

Downside SD0.11083

N nonnegative terms62.00000

N negative terms69.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.19084

Mean of criterion0.21485

SD of predictor0.13659

SD of criterion0.16746

Covariance0.00149

r0.06503

b (slope, estimate of beta)0.07973

a (intercept, estimate of alpha)0.19963

Mean Square Error0.02814

DF error129.00000

t(b)0.74019

p(b)0.45863

t(a)0.83834

p(a)0.45318

Lowerbound of 95% confidence interval for beta0.13339

Upperbound of 95% confidence interval for beta0.29285

Lowerbound of 95% confidence interval for alpha0.27151

Upperbound of 95% confidence interval for alpha0.67077

Treynor index (mean / b)2.69464

Jensen alpha (a)0.19963
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01607

Expected Shortfall on VaR0.02030
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00680

Expected Shortfall on VaR0.01401
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96357

Quartile 10.99780

Median1.00000

Quartile 31.00447

Maximum1.03555

Mean of quarter 10.98915

Mean of quarter 20.99962

Mean of quarter 31.00175

Mean of quarter 41.01343

Inter Quartile Range0.00667

Number outliers low12.00000

Percentage of outliers low0.09160

Mean of outliers low0.98075

Number of outliers high14.00000

Percentage of outliers high0.10687

Mean of outliers high1.02129
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.18554

VaR(95%) (moments method)0.00730

Expected Shortfall (moments method)0.00960

Extreme Value Index (regression method)0.13583

VaR(95%) (regression method)0.00964

Expected Shortfall (regression method)0.01326
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations8.00000

Minimum0.00374

Quartile 10.00918

Median0.01481

Quartile 30.05125

Maximum0.10192

Mean of quarter 10.00504

Mean of quarter 20.01232

Mean of quarter 30.03184

Mean of quarter 40.08061

Inter Quartile Range0.04208

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)0.25810

Compounded annual return (geometric extrapolation)0.27476

Calmar ratio (compounded annual return / max draw down)2.69575

Compounded annual return / average of 25% largest draw downs3.40836

Compounded annual return / Expected Shortfall lognormal13.53210
Strategy Description
Seasonality is one of the most significant forces influencing commodity and futures markets and stands behind periodical price movements at specific times of the year. Seasonal behavior can be explained by many fundamental reasons, like weather cycles, trends, and patterns in consumption, important annual events and many others which cause changes in supply and demand. Although we don’t have to know all seasonal fundamentals, with enough data history, knowledge of statistics and data mining algorithms, these seasonal patterns can be identified and optimized to maximize trading success. For more detailed information on Seasonality Trading visit: www.TheSeasonalTrader.com
Important Notice: Backtesting data is hypothetical and it has not been verified by Collective2
Trade Criteria:
Analyzing over 30 years of seasonal trading history in commodity futures, we trade only those "outright" and spread trades that meet the following rules:
1) All trade have a RiskReward Ratio >3.5:1
2) Approximately 75% of all trades will be spreads
3) ALL trades have a MINIMUM success rate of 87% (Profitable 13 of the last 15 years)
4) ALL trades TYPICALLY last between 1530 days
5) ALL positions will consist of 2 Contracts per side MAXIMUM. Spread trades will have a MAXIMUM of 2 contracts per leg. In the case of a "butterfly spread", each wing will consist of 2 contracts with the body consisting of 4 contracts.
6) ALL trades will be closed when the current position loss equals or exceeds the AVERAGE position loss experienced in the last 15 years of the trade's history profile.
7) ALL trades will only be entered once per season. If stopped out we will not reenter it even though it has time (days) left.
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.