The opinions expressed in these forums do not represent those of C2, and any discussion of profit/loss is not indicative of future performance or success. There is a substantial risk of loss in trading. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. You should read, understand, and consider the Risk Disclosure Statement that is provided by your broker before you consider trading. Most people who trade lose money.

C2 data mining for fun and profit


C2Explorer uses only live trading systems.
Inactive or canceled systems are not in its database.

Noted in the documentation (Examples -> Database->…)

It should be noted on more prominent place.


Thanks…I was thinking he’d have to use the downloadable csv trade data. At least that’s what I’d use.


It is interesting to note that both of the active systems in the original post are 100% TOS.


Interestingly, even detailed Explorer analysis did not catch a system that stopped working:

All good till then… then this:


I really like that grid filter, and not just because my system shows up on it. :stuck_out_tongue_winking_eye:
Pretty much everything I’m subscribed to is somewhere on that list.


The 12 month survival rate of Collective2 systems of 15-20% can largely be attributed to:

  1. Obviously, bad trades. No system without a positive expected return will survive, no matter the money management strategy (i.e. Martingale).
  2. Too much leverage. Also,see # 5 below.
  3. Over-trading. Slippage and commissions add up quickly.
  4. Concentration in a single market. Individual markets can be erratic or go sideways for a long time.
  5. The cruel mathematics of compounding leads to decay. See leveraged ETFs.

Of course, hubris doesn’t help, either. Trading is a humbling game.


Along with the number of trades (and not necessarily time/age), I also think “risk” and “time in market” is most important. It is quite easy for folks to get good stats here on C2 (staying in the market until the tide eventually turns their way), but the question a potential subscriber should be asking himself or herself is “how much risk/time in the market is being taken to get those good results?” The Heart Attack Rating (in combo with a system’s DD/risk), IMO, is the most important factor in considering a system’s possible future demise. Obviously, the longer one continues to stay in the market while the tide is going against the system (while hoping for a lucky bounce) the greater the chance of the eventual total collapse of that system (with an expected rebound that may never come).


I am curious as to the relevance or significance of your use of 271 days in your filter. If this is to reflect systems with a “year” or so of trading days, it would not be accurate because C2 is using actual calendar days on the grid and not “trading days” For example, Vix DayTrader, number 1 on your list, is less than 1 year in both calendar days and trading days, so again I am not sure why 271 is so important above any other possible number of days to meet your filter’s criteria. Just asking…


I dunno why 271 days, but that is about 3 quarters and is good to get systems that have paid for 6 months but still younger than a year. And why would it matter if it’s accurate, it’s just a filter?


David, it matters if it is “just a filter” because anyone can use any arbitrary filter to validate and justify whatever message they wish to put out. Just like polls and statistics, two different parties can be viewing the same polls and statistics but yet each can “read it” to their advantage to put out whatever message they wish to put out, as one might see the “results” as the glass “half empty” and the other sees it as the glass “half full”. If we are going to help each other on this forum, we can not just focus on subjective “filters” that just happens to fit to our own individual wishes. Again, in the larger scope of things, why is 271 days considered as a universal criteria and is any better than 250 days, and why a 20% DD instead of a 10% DD? I am asking the writer of the post to get some insight into why he has chosen certain criteria (over others)… but yet you seem to want to answer for him simply because it fits your own system. IMO, “VixTrader” (by Volatility Trader), with TOS of 100% and $400K in the developer’s own money on the line (from an initial 100K invested less than 6 months ago) is by far and away the best performing system currently here on C2 and fits no where near the criteria used by the writer.


Volatility trader is a risky system no new in it we have seen it before …


It is not my personal cup of tea either, but the developer of that system makes that message very clear both in the upfront strategy’s description and messages to subscribers, so I love his transparency and risking his own money knowing exactly what is at stake.


Volatility trader followed just 82% of his own signals in his live account i wonder why . Maybe he didnt sell options in his live account afterall . Maybe he just followed his own signals in stocks and etfs but not shorting options for lack of capital . There is no evidence that he is operating from a 400k live account .


Tos 100% means that he did put the auto trading scale at 100% but still some signals may have been rejected because of margin requirements…


Take it down a notch KT3. There is no award for “best system” here. I doubt many people that know what they’re doing are here looking for “the best” system, they’re looking for a diversified group of systems that hopefully complement each other and fit some personal criteria for risk/reward.

As for VolatilityTrader, it’s off to a great start, but it’s certainly not for everyone. It’s young, and won’t have a representative drawdown for perhaps another year yet, and still statistically it could quite easily hit a 50% drawdown (based on C2’s “risk of ruin” stat) just from the volatility we’ve already seen. That’s a bit much for many people, and again could be conservative given how young it is. A lot of people here have seen aggressive systems come and go and would rather wait to see how it ages for a year or so rather than risk being the guy to subscribe just before the 50% drawdown hits.


I would agree that it is imperative (especially for new subscribers that may be listening in on this conversation), not to necessarily subscribe to 1-2 systems. You have to some serious consideration to blending different systems–which is very complicated, and obviously individualized. Per my personal experience, using several strategies (but you need enough equity to be realistic) together is critical. It helps smooth out the drawdowns (it will of course potentially limit the upside); I am currently using 6-8+ systems and this strategy works well. Easier to drop a system that doesn’t suite my trading style. Scale in slowly to each system–slow and steady. I have found that portfolio builder/manager helps with this task.


David, it is not about awarding anyone for the “best system” but it is not fair for some system owners here to tout their own systems in an effort to try to lure folks to subscribe to their own systems based on some arbitrary criteria or filter that they themselves have created that coincidentally happens to fit the parameters of a system they have created or might have an affiliation. I have no such affiliation with VixTrader and that’s why I am calling a spade a spade if strictly based on performance (if other folks want to brag about their own systems based on some esoteric criteria). Anyone who knows their “stuff” can easily see some of these systems listed based on the aforementioned criteria are not “all that.”


LOL at the above.

A few things.

  1. In the USA (and other places) we have the freedom of speech. Just because someone accuses another of “bragging” (whatever that means) “don’t make it necessarily so.”

  2. I couldn’t care less which traders are “bragging” and which are “humble,” according to how some random person defines those words. What others eat don’t affect how I defecate. And if I were a subscriber, I’d want my money manager to do whatever s/he does, however s/he does them, that keeps the returns coming. Everything else would be irrelevant to my purpose. I wouldn’t be paying someone every month to be my definition of “humble.”

  3. What I see happening here are veiled conflicts of interests. Two random developers–for example. (Click their names to see their systems) The one with the lower ROI accuses the one with the higher ROI of bragging, (falsely?) having martingale, or being the new ‘bad word’…a high flier, etc. etc.

  4. My systems improved when I started simplifying things (ut oh…I’m bragging again). It’s not so complicated. Consider this:

  5. ROI is the most important thing. It translates to “money in your account!” Nothing else supersedes it! All that other stuff: Draw downs, Ratios, Etc. They just describe how rocky the road will be getting that ROI. ROI is the finish line. But the finish line can move…

  6. Ride a system until (and if) the wheels fall off; then ride the next system that’s making money. But don’t ride a system where the wheels can all fall off at the same time, faster than you can exit the vehicle and hop into the next system. (Is it trading shiny, fancy things, in a fancy way, that can go towards zero real fast?)



You are too funny for me to respond to but I will since I was having a conversation with one David Stephens and you couldn’t help yourself but jump in because somehow your feelings got hurt or something by comments I made earlier a couple of days ago (2 back to back responses to one of my posts which I intentionally ignored). Ok, let’s compare your ROI to a system that I just developed two weeks ago, if you will…you win (hurray and let me give you a clap). Anyone can achieve a high ROI if one is willing to not be prudent with no money management and stay in a market that one knows is going against him (if some machine learning system cannot obviously detect that to get out), …but hey again that’s your prerogative if you feel that’s what is going to make your subscribers be able to go to sleep at night with their hard earned money…go gamble other people’s money away, if you will (while not risking your own based on some lame excuse of you being more “erratic” with your own money in your own supposed real money account elsewhere and it not be effective here on C2).

Btw, I guess this is something (below) we can all LOL and compared ROIs:

Oh wait…,it was only a “TEST” system (renamed after the fact (that is a system going bust after 6 months fee paid and 50 trades made).


Okay, you know what. That’s right.

First thing I noticed about that: list-o-systems earlier in the thread. No mention of gains, profits, or ROI. Just a bunch of second derivative statistics. Any one of us could create a list of columns that puts our own system in the top ten, if not at #1

It proves nothing, but a conversation about systems that includes no first derivative: annual compound return? Return of any kind? Give me a break. Even if you could figure out a way, I mean a list of columns, that somehow warned of impending doom, no newbie is going to pay attention to that. They will set up a login at C2, see a system that gained 281% in 3 days, and say: That’s for me! Three weeks later, them and their money are gone.

The filter column settings aren’t magical. They are statistics, that’s all.

Also, it’s saturday night.