Brian aka Palsun, you’re a fraud.
Palsun truth:
I did not have 20 system failures, I had 20 method failure as I was testing the system.
Reality:
Check out the name changes of Palsun’s 20 failed “C2 systems”. Most if not all started out as Prudent. As the draw increased the named changed to Aggressive. Finally as the draw increase even more and the system was disgarded, the name finally changes to “test”.
IMHO, Palsun “fits” his system name like he “fits” his evaluation criteria in an effort to fool potential subscribers.
Palun’s “38” (sorry that was last week, now it’s 36) C2 rating speaks volumes.
From C2…
“If you are thinking of buying a trading system from a trader, we suggest you look up and verify the trading advisor’s Collective2 Rating before engaging his or her services.”
Palsun cannot respond to the plagiarism or the many failed systems, because his world view is to hold his breath until he turns blue if shown wrong.
Also, of the 8 systems I analyzed, Calmar Ratio varied from a high of 10.94 (Fortuna) to a low of 3.38 (ETF Timer).
From Wikipedia, the free encyclopedia
Calmar ratio is a performance measurement used to evaluate Commodity Trading Advisors and hedge funds. It was created by Terry W. Young and first published in 1991 in the trade journal Futures.
Young owned California Managed Accounts, a firm in Santa Ynez, California, which managed client funds and published the newsletter CMA Reports. The name of his ratio “Calmar” is an acronym of his company’s name and its newsletter: CALifornia Managed Accounts Reports. Young defined it thus:
The Calmar ratio uses a slightly modified Sterling ratio - average annual rate of return for the last 36 months divided by the maximum drawdown for the last 36 months - and calculates it on a monthly basis, instead of the Sterling ratio’s yearly basis.
Young believed the Calmar ratio was superior because
The Calmar ratio changes gradually and serves to smooth out the overachievement and underachievement periods of a CTA’s performance more readily than either the Sterling or Sharpe ratios.
Anyway, thanks for introducing Calmar Ratio. I’m gratetful…
