Hi,
I’m a long time lurker on C2 and a new subscriber. I just read another thread where a trade leader mentioned that subs weren’t very active on the forum and there was a hope for more feedback about why subs leave a strategy. I’m not going to answer that, but, I will describe why I might not START a strategy.
I’m doing in-depth analysis on a number of systems. I have a large enough portfolio that I have flexibility. I am willing to take on a little more risk, balanced with consistency. I have more parameters, but let’s just leave it at that for now. The point is, I have specific risk parameters that I’m trying to capture.
In my research, I’m coming across gaping holes in some of the data on C2. For instance, I’m looking at some strategies where there are 6+ months of returns listed in the summary, but only 2 months of trade signals in the details, from 3 months ago! I’m also seeing incorrect calculations of return percentages. Which is why I really just want to download every signal from a specific strategy and run my own analysis on it. I’m also concerned about signal timeliness, which could cause slippage. I don’t know what to expect, but know that could be a big issue, especially for intraday signals.
Anyway, I hope that’s helpful. If you’re a trader, please consider being completely transparent about all of the trade signals. That instills confidence, even during drawdown periods. If you have that from the start, you’re likely to end up with subs willing to weather the storm - or at least, those that did exceptional due diligence and are adequately capitalized.
1 Like
I’ve noticed what seem like mistakes here and there too. most not so glaring as to make me contact C2, but enough where i’m like “ah that seems to be off by a percent or so” i’m guessing they are caching some data or never having an event triggered to get new results when updated data comes in, then the timeframe passes for updates and the wrong results are left there forever (at least that’s my guess). In 1 really egregious cases i contacted c2 and they fixed the problem.
that being said if you are really curious you might contact the leader and ask for historical trade data if collective 2 doesnt have it. they might be able to help you out. keep up the due-diligence 
1 Like
Please keep in mind that – until you are a subscriber – we do not show you trades that are still open. So if you see a strategy as you describe above (lots of recent monthly returns data, but no obvious trade signals during that time!) it means a position was opened a while ago, but never closed. We include those positions’ marked-to-market values in all calculations (such as the monthly returns table, the equity chart, and all statistics), but we do not show the trade-by-trade details for those positions to non-subscribers.
2 Likes
Returns % are calculated using a formula. There can’t be an error in the formula. So, without knowing the specific issues you are referring to when you say there are “incorrect calculations of return percentages,” I can only surmise that you are manually comparing points on the strategy’s graphical equity chart (i.e. moving your mouse along the graph and eyeballing the equity), and may not be aware that the points drawn on the chart are aggregated by day or even week, while the return % numbers use discrete equity snapshots within a day. Also, while it may not matter a great deal, I should point out we use compounded annual returns calculations, not average annual returns. If, after hearing all this, there are still specific glaring problems you notice, send them me the specific issues via help@collective2.com, and I can take a look.
1 Like
It’s quite possible I’m doing that. I’m still learning about the data and likely prone to make mistakes, errant assumptions or draw ignorant conclusions.
I know your formula doesn’t change. like i said i figured you are computing it but its either triggered and data is wrong or it’s not updating with the last set of numbers. this assumes i’m not mistaken, i might be. at the moment i only have 1 example of the problem. i’ll double check it monday and if it still looks wrong i’ll contact support. so you guys can tell me what i’m doing wrong or what went wrong. either way i’m not stressed about it, it’s not really off by what i expected by much.
