Futures Trader Daily
(52737021)
Subscription terms. Subscriptions to this system cost $49.00 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  +8.2%  +32.5%  +31.5%  +28.2%  +141.8%  
2011  +0.4%  +8.1%  (3.2%)  +18.6%  (4%)  (0.7%)  +1.6%  +1.6%  +3.7%  (15.3%)  (11.9%)  +2.3%  (3%) 
2012  (9.9%)  +15.7%  (6.6%)  +1.8%  +25.1%  (3.3%)  +19.0%  (3.6%)  (11.2%)  (14%)  (16.5%)  (1.7%)  (13.8%) 
2013  +4.9%  (12.6%)  +2.0%  +3.9%  (6.9%)  +14.4%  (0.5%)  +16.2%  +6.9%  (5%)  (30.4%)  +22.7%  +3.9% 
2014  +2.4%  +6.7%  +30.6%  (8.1%)  (2.9%)  +14.4%  +1.1%  +11.3%  +36.9%  (5.1%)  +31.6%  +3.2%  +188.8% 
2015  +11.2%  (2.9%)  +10.3%  (1.6%)  (5.1%)  (3.4%)  (5.8%)  (3%)  (7.8%)  (6.8%)  +5.9%  (6.7%)  (16.9%) 
2016  +11.8%  +7.2%  (0.6%)  +0.8%  +1.2%  +10.1%  +0.3%  (6.5%)  +8.9%  (3.4%)  (4.2%)  (4.6%)  +20.7% 
2017  (8.6%)  (4.4%)  (1.8%)  +2.5%  +2.8%  +2.2%  (3.6%)    (6.7%)  (63.2%)  +29.4%  +7.2%  (57.5%) 
2018  +1.0%  (12.5%)  +1.7%                +51.8%    +36.4% 
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  $37,717  
Buy Power  $231,792  
Cash  $1  
Equity  $1  
Cumulative $  $194,075  
Total System Equity  $231,792  
Margined  $1  
Open P/L  $0  
Data has been delayed by 12 hours for nonsubscribers 
System developer has asked us to delay this information by 12 hours.
Trading Record
Statistics

Strategy began9/8/2010

Suggested Minimum Cap$37,717

Strategy Age (days)4054.77

Age135 months ago

What it tradesFutures

# Trades3630

# Profitable1526

% Profitable42.00%

Avg trade duration5.3 days

Max peaktovalley drawdown74.45%

drawdown periodMarch 30, 2015  Oct 29, 2017

Annual Return (Compounded)12.0%

Avg win$1,372

Avg loss$902.95
 Model Account Values (Raw)

Cash$231,792

Margin Used$0

Buying Power$231,792
 Ratios

W:L ratio1.10:1

Sharpe Ratio0.39

Sortino Ratio0.62

Calmar Ratio0.505
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)51.30%

Correlation to SP5000.03090

Return Percent SP500 (cumu) during strategy life306.96%
 Return Statistics

Ann Return (w trading costs)12.0%
 Slump

Current Slump as Pcnt Equity106.90%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.59%
 Return Statistics

Return Pcnt Since TOS Status29.340%

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

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)17.7%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss100.00%

Chance of 20% account loss100.00%

Chance of 30% account loss100.00%

Chance of 40% account loss100.00%

Chance of 60% account loss (Monte Carlo)100.00%

Chance of 70% account loss (Monte Carlo)100.00%

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a

Chance of 100% account loss (Monte Carlo)100.00%
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss100.00%
 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

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$903

Avg Win$1,372

Sum Trade PL (losers)$1,899,810.000
 Age

Num Months filled monthly returns table134
 Win / Loss

Sum Trade PL (winners)$2,093,880.000

# Winners1526

Num Months Winners49
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers2104

% Winners42.0%
 Frequency

Avg Position Time (mins)986.45

Avg Position Time (hrs)16.44

Avg Trade Length0.7 days

Last Trade Ago1318
 Regression

Alpha0.04

Beta0.06

Treynor Index0.67
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  Winning Trades  this strat Percentile of All Strats58.62

MAE:PL  worst single value for strategy

MAE:PL  Losing Trades  this strat Percentile of All Strats47.81

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.41

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades32.648

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

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

MAE:Equity, 95th Percentile Value for this strat0.21

Avg(MAE) / Avg(PL)  Winning trades0.303

Avg(MAE) / Avg(PL)  Losing trades1.178

HoldandHope Ratio0.031
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.26441

SD0.36444

Sharpe ratio (Glass type estimate)0.72552

Sharpe ratio (Hedges UMVUE)0.71971

df94.00000

t2.04136

p0.02201

Lowerbound of 95% confidence interval for Sharpe Ratio0.01940

Upperbound of 95% confidence interval for Sharpe Ratio1.42788

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.01557

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.42386
 Statistics related to Sortino ratio

Sortino ratio1.51135

Upside Potential Ratio3.29085

Upside part of mean0.57572

Downside part of mean0.31132

Upside SD0.32655

Downside SD0.17495

N nonnegative terms51.00000

N negative terms44.00000
 Statistics related to linear regression on benchmark

N of observations95.00000

Mean of predictor0.16352

Mean of criterion0.26441

SD of predictor0.15231

SD of criterion0.36444

Covariance0.00394

r0.07100

b (slope, estimate of beta)0.16989

a (intercept, estimate of alpha)0.29218

Mean Square Error0.13357

DF error93.00000

t(b)0.68643

p(b)0.75293

t(a)2.14765

p(a)0.01717

Lowerbound of 95% confidence interval for beta0.66137

Upperbound of 95% confidence interval for beta0.32159

Lowerbound of 95% confidence interval for alpha0.02202

Upperbound of 95% confidence interval for alpha0.56235

Treynor index (mean / b)1.55634

Jensen alpha (a)0.29218
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.20146

SD0.34299

Sharpe ratio (Glass type estimate)0.58737

Sharpe ratio (Hedges UMVUE)0.58267

df94.00000

t1.65265

p0.05087

Lowerbound of 95% confidence interval for Sharpe Ratio0.11577

Upperbound of 95% confidence interval for Sharpe Ratio1.28746

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.11888

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.28422
 Statistics related to Sortino ratio

Sortino ratio1.07366

Upside Potential Ratio2.81830

Upside part of mean0.52882

Downside part of mean0.32736

Upside SD0.29082

Downside SD0.18764

N nonnegative terms51.00000

N negative terms44.00000
 Statistics related to linear regression on benchmark

N of observations95.00000

Mean of predictor0.15118

Mean of criterion0.20146

SD of predictor0.14739

SD of criterion0.34299

Covariance0.00390

r0.07723

b (slope, estimate of beta)0.17971

a (intercept, estimate of alpha)0.22863

Mean Square Error0.11820

DF error93.00000

t(b)0.74700

p(b)0.77153

t(a)1.79335

p(a)0.03808

Lowerbound of 95% confidence interval for beta0.65746

Upperbound of 95% confidence interval for beta0.29803

Lowerbound of 95% confidence interval for alpha0.02454

Upperbound of 95% confidence interval for alpha0.48179

Treynor index (mean / b)1.12101

Jensen alpha (a)0.22863
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.13590

Expected Shortfall on VaR0.17037
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.05726

Expected Shortfall on VaR0.11024
 ORDER STATISTICS
 Quartiles of return rates

Number of observations95.00000

Minimum0.77910

Quartile 10.95975

Median1.00774

Quartile 31.06674

Maximum1.45528

Mean of quarter 10.91594

Mean of quarter 20.98663

Mean of quarter 31.03322

Mean of quarter 41.16203

Inter Quartile Range0.10699

Number outliers low1.00000

Percentage of outliers low0.01053

Mean of outliers low0.77910

Number of outliers high6.00000

Percentage of outliers high0.06316

Mean of outliers high1.28734
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.29601

VaR(95%) (moments method)0.09157

Expected Shortfall (moments method)0.14912

Extreme Value Index (regression method)0.44581

VaR(95%) (regression method)0.07586

Expected Shortfall (regression method)0.13139
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations7.00000

Minimum0.03301

Quartile 10.07046

Median0.21857

Quartile 30.32705

Maximum0.45669

Mean of quarter 10.04111

Mean of quarter 20.15513

Mean of quarter 30.28750

Mean of quarter 40.41164

Inter Quartile Range0.25659

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)0.65004

Compounded annual return (geometric extrapolation)0.25781

Calmar ratio (compounded annual return / max draw down)0.56451

Compounded annual return / average of 25% largest draw downs0.62628

Compounded annual return / Expected Shortfall lognormal1.51316

0.00000

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

Mean0.28716

SD0.42674

Sharpe ratio (Glass type estimate)0.67290

Sharpe ratio (Hedges UMVUE)0.67266

df2079.00000

t1.89597

p0.02905

Lowerbound of 95% confidence interval for Sharpe Ratio0.02307

Upperbound of 95% confidence interval for Sharpe Ratio1.36875

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.02326

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.36857
 Statistics related to Sortino ratio

Sortino ratio1.16883

Upside Potential Ratio6.71165

Upside part of mean1.64890

Downside part of mean1.36175

Upside SD0.34926

Downside SD0.24568

N nonnegative terms940.00000

N negative terms1140.00000
 Statistics related to linear regression on benchmark

N of observations2080.00000

Mean of predictor0.16751

Mean of criterion0.28716

SD of predictor0.20415

SD of criterion0.42674

Covariance0.02401

r0.27563

b (slope, estimate of beta)0.57615

a (intercept, estimate of alpha)0.19100

Mean Square Error0.16836

DF error2078.00000

t(b)13.07080

p(b)0.00000

t(a)1.30747

p(a)0.09560

Lowerbound of 95% confidence interval for beta0.48971

Upperbound of 95% confidence interval for beta0.66260

Lowerbound of 95% confidence interval for alpha0.09531

Upperbound of 95% confidence interval for alpha0.47660

Treynor index (mean / b)0.49840

Jensen alpha (a)0.19065
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.20082

SD0.41249

Sharpe ratio (Glass type estimate)0.48685

Sharpe ratio (Hedges UMVUE)0.48667

df2079.00000

t1.37174

p0.08515

Lowerbound of 95% confidence interval for Sharpe Ratio0.20895

Upperbound of 95% confidence interval for Sharpe Ratio1.18259

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.20910

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.18244
 Statistics related to Sortino ratio

Sortino ratio0.73494

Upside Potential Ratio5.84488

Upside part of mean1.59708

Downside part of mean1.39626

Upside SD0.30912

Downside SD0.27325

N nonnegative terms940.00000

N negative terms1140.00000
 Statistics related to linear regression on benchmark

N of observations2080.00000

Mean of predictor0.14661

Mean of criterion0.20082

SD of predictor0.20429

SD of criterion0.41249

Covariance0.02299

r0.27289

b (slope, estimate of beta)0.55100

a (intercept, estimate of alpha)0.12004

Mean Square Error0.15755

DF error2078.00000

t(b)12.93030

p(b)0.00000

t(a)0.85124

p(a)0.19737

Lowerbound of 95% confidence interval for beta0.46743

Upperbound of 95% confidence interval for beta0.63457

Lowerbound of 95% confidence interval for alpha0.15650

Upperbound of 95% confidence interval for alpha0.39657

Treynor index (mean / b)0.36446

Jensen alpha (a)0.12004
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04031

Expected Shortfall on VaR0.05044
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01238

Expected Shortfall on VaR0.02706
 ORDER STATISTICS
 Quartiles of return rates

Number of observations2080.00000

Minimum0.63745

Quartile 10.99407

Median1.00000

Quartile 31.00670

Maximum1.57609

Mean of quarter 10.98197

Mean of quarter 20.99747

Mean of quarter 31.00249

Mean of quarter 41.02288

Inter Quartile Range0.01264

Number outliers low79.00000

Percentage of outliers low0.03798

Mean of outliers low0.94941

Number of outliers high119.00000

Percentage of outliers high0.05721

Mean of outliers high1.05459
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.44233

VaR(95%) (moments method)0.01764

Expected Shortfall (moments method)0.03587

Extreme Value Index (regression method)0.32795

VaR(95%) (regression method)0.01553

Expected Shortfall (regression method)0.02695
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations45.00000

Minimum0.00088

Quartile 10.00852

Median0.02566

Quartile 30.08070

Maximum0.50899

Mean of quarter 10.00470

Mean of quarter 20.01671

Mean of quarter 30.04213

Mean of quarter 40.25399

Inter Quartile Range0.07218

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high7.00000

Percentage of outliers high0.15556

Mean of outliers high0.32954
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.20291

VaR(95%) (moments method)0.21346

Expected Shortfall (moments method)0.27240

Extreme Value Index (regression method)0.19961

VaR(95%) (regression method)0.25425

Expected Shortfall (regression method)0.40832
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.64822

Compounded annual return (geometric extrapolation)0.25700

Calmar ratio (compounded annual return / max draw down)0.50491

Compounded annual return / average of 25% largest draw downs1.01184

Compounded annual return / Expected Shortfall lognormal5.09532

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

Mean0.45900

SD0.34430

Sharpe ratio (Glass type estimate)1.33315

Sharpe ratio (Hedges UMVUE)1.32545

df130.00000

t0.94268

p0.45880

Lowerbound of 95% confidence interval for Sharpe Ratio1.44592

Upperbound of 95% confidence interval for Sharpe Ratio4.10716

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.45104

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.10193
 Statistics related to Sortino ratio

Sortino ratio267.23600

Upside Potential Ratio283.36100

Upside part of mean0.48670

Downside part of mean0.02770

Upside SD0.34415

Downside SD0.00172

N nonnegative terms1.00000

N negative terms130.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.94047

Mean of criterion0.45900

SD of predictor0.46685

SD of criterion0.34430

Covariance0.00299

r0.01863

b (slope, estimate of beta)0.01374

a (intercept, estimate of alpha)0.44608

Mean Square Error0.11942

DF error129.00000

t(b)0.21160

p(b)0.48814

t(a)0.90574

p(a)0.44945

Lowerbound of 95% confidence interval for beta0.11471

Upperbound of 95% confidence interval for beta0.14219

Lowerbound of 95% confidence interval for alpha0.52836

Upperbound of 95% confidence interval for alpha1.42053

Treynor index (mean / b)33.41290

Jensen alpha (a)0.44608
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.40788

SD0.30815

Sharpe ratio (Glass type estimate)1.32365

Sharpe ratio (Hedges UMVUE)1.31600

df130.00000

t0.93596

p0.45909

Lowerbound of 95% confidence interval for Sharpe Ratio1.45524

Upperbound of 95% confidence interval for Sharpe Ratio4.09759

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.46042

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.09242
 Statistics related to Sortino ratio

Sortino ratio237.48500

Upside Potential Ratio253.61000

Upside part of mean0.43558

Downside part of mean0.02769

Upside SD0.30800

Downside SD0.00172

N nonnegative terms1.00000

N negative terms130.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.83080

Mean of criterion0.40788

SD of predictor0.46701

SD of criterion0.30815

Covariance0.00284

r0.01975

b (slope, estimate of beta)0.01303

a (intercept, estimate of alpha)0.39705

Mean Square Error0.09565

DF error129.00000

t(b)0.22439

p(b)0.48743

t(a)0.90231

p(a)0.44964

VAR (95 Confidence Intrvl)0.04000

Lowerbound of 95% confidence interval for beta0.10189

Upperbound of 95% confidence interval for beta0.12795

Lowerbound of 95% confidence interval for alpha0.47358

Upperbound of 95% confidence interval for alpha1.26769

Treynor index (mean / b)31.29550

Jensen alpha (a)0.39705
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02932

Expected Shortfall on VaR0.03699
 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 observations131.00000

Minimum1.00000

Quartile 11.00000

Median1.00000

Quartile 31.00000

Maximum1.24346

Mean of quarter 11.00000

Mean of quarter 21.00000

Mean of quarter 31.00000

Mean of quarter 41.00738

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.00763

Mean of outliers high1.24346
 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?297120000

Max Equity Drawdown (num days)944
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.48691

Compounded annual return (geometric extrapolation)0.54618

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 lognormal14.76730
Strategy Description
Futures Trader Daily executes daily trades, meaning there will be at most one signal per day per futures contract. Trades will normally last from 2 days up to 7 days, although highly profitable trades may last longer than 7 days. Additionally a few contracts (such as shortterm bonds) that tend to move very slowly may have trades lasting weeks (even months in some cases).
Position sizes assume an initial account size of $100,000 to trade Futures Trader Daily. Even though the model account equity is higher trades are still entered assuming $100,000 account size.
Futures Trader Daily alerts will be entered generally between 8 and 9 PM EST and will often be active immediately (for composite contracts). Trades are entered from my trade tracking application and are parked for 3 minutes to allow manual review of the trades to make sure they are correct (better safe than sorry).
Futures Trader Daily uses stops to enter and exit trades. EVERY trade is exited via a stop (except for rare cases involving rollovers or other external events). This means ALL winning trades will give back some of their profits before they exit. Remember the goal is to capture as much profit as possible but also keep risk down.
The following contracts are traded on a weekly basis, entered via GTC orders and will not have an exit stop entered until the week following entry. The $5K standard stop loss always applies however.
British Pound, Swiss Franc, Japanese Yen, NYBOT Cocoa, Liffe Cocoa, Liffe Euribor, Liffe Euroswiss, Five Year Bond
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.
If you designate your strategy as Private, it will no longer be visible to the public.
No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.
Continue to designate your strategy as Private?
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.