Best Futures Systems?

Let’s start a discussion on how to seek out the best risk / reward systems on C2. I did a screen for sharpe > 2 and less than 30% drawdown with at least 90 days of track record… Whats a Matta u Test, Bh YM, Alphergence SP500, and Exclusive Signals SP, Algotrades Futures all are at top of list.

Just for fun I looked at Bh YM. Good performance, low DD. But it trades with a lever of about 2 (capital invested / portfolio value. Others may trade with a higher lever.) This relativizes the performance accordingly. And I would not invest with lever - no matter in which assets.


Consider ChampionTrader-ES. System has 198 trades, but system was not getting traded in April-May, because I was modifying the system then. It had 2 trades in April & May. Remove those 2 trades, and we have 196 trades — a large sample size.

History = 9 months, leaving those 2 months of April-May
Total Profits = 29,128 USD on starting balance of 20k
Profit Factor = 1.57, very respectable for 196 trades
Sharpe >2
Max Drawdown = 19%, leaving April-May, when system was not being traded.

Sometimes, stats don’t tell the whole story, because if you look at my system including April-May it will look pretty bad. But digging down, my system follows all your criteria and is one of the BEST system on C2. PM for further questions/inquiries for subscription.

I like your idea of sharing Grid screens. Here is one I put together for stocks:

Age > 365
Trades >= 50
Sharpe > 2.0
Ann Return >= 30
Last 90 days >= 3
Max Drawdown <= 30
Subscription Price <= 200

This produced 7 systems. For futures I dropped the Sharpe requirement to 1.75 to give me 3 systems.

I just discovered that you can save Grid screens and get notifications when there are new additions to the list – nice feature Matthew!


what is lever?

Lever = leverage, futures/options/forex systems trade with leverage. Most of the time, stocks systems on C2 use very less leverage. Some of them don’t use any leverage at all. If you have a good system, with high leverage you can make very high returns. But drawdowns also get magnified.