Hi KT3, may I know, are you a developer or follower. If you are a developer, may I see a link for your strategy. If you are a follower, may I see the link which strategy do you subscribe? Thanks
sam_w, certainly. I have nothing to hide. Here:
I just developed this on C2. Also, please check out my profile about trading philosophy and also my strategy description. Everything I have stated on this forum is in agreement with what I say under my systems and profile. I also wrote a post here (âBuyer Be WareâŚâ) -----https://forums.collective2.com/t/buyer-be-ware-cool-trading-stats-grossly-inflated-incorrect/8819--- that eventually help Matthew Kline unearth and remove a system that had some âbadâ results. I see myself as a âsubscriber advocateâ and if some folks are not too happy with that so be it.
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Thank u KT3, I appreciate your answer. I like your philosophy. Letâs give more time to see your performance and hopefully you can also apply TOS 100% for your strategy.
Sam_w,
Thanks for your kind wordsâŚI promise nothing (trading is hard)âand only time will tell. Have a good night.
All⌠this thread is going off topic. It was not my purpose to promote any system but I guess any filter in the grid is arbitrary. So let me tell you why I chose those filters.
- Number of trades >50 to give minimum statistic relevance to the stats. The more the better. Actually, I could have chosen 100 trades and Davidâs system as well as another one would be out. All the others would still be in.
- 271 days: 9 months + 1 day
- % winners <90 to avoid doubling up on losers for the sake of having always winners in the stats
- APD > 0.2 to get systems with lower risk (not too high DD per trade)
- PF, Sharpe, Sortino, Calmar >1 to just filter out unprofitable systems or those with too high risk / volatility
- DD < 20% to filter out systems with too much risk (in my view)
I am not really promoting any system here and I would prefer this conversation to stay on topic. If you wanna brag about how great is your system or any other system pls. go elsewhere. The topic of this thread is to identify stats that are able to flag systems with the highest likelihood of longer term profitability. Or, conversely, stats able to flag systems bound to fail soon.
Why is this important?
Because switching in/out of systems is not easy. âRide a system until (and if) the wheels fall off; then ride the next system thatâs making moneyâ is not that feasible. You can easily get stuck in a system that is quickly turning into a big loser, wasting 20-30% of your account. Just look at failed (hidden) Ascendant systems when they went south. When TY when south substantially lots of people lost lots of money. The system is hidden now so you can only see it from Explorer.
What happened in March was very quick⌠very sudden. So by the time you realize you should get out youâd be already down easily 30-40KâŚ
Back to the topic. This is what happens with 1000 days age and 100 trades. Only 3 systems survive.
So I guess the question will be to see whether these systems will still be there in one year vs other more aggressive systems with less conservative stats. We could setup this as a live experiment. However, my point was to mine C2 data to do that without setting up live experiments. Unfortunately, an issue about Explorer is that non live systems data is not available. @BobSvan2 can we make that data available in Explorer?
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Surely this is not gonna be easy. Even C2 himself has had difficult calls with their strategy developers of the month/ week.
Strategy developer of the month whose strategy failed pr are struggling after the call:
https://www.collective2.com/details/81055844 (hidden but in terminal decline you can see from Explorer)
https://www.collective2.com/details/69883311
https://collective2.com/strategySet/ascendant
https://www.collective2.com/details/93394264
https://collective2.com/details/92847178
https://collective2.com/details/98851357
https://collective2.com/details/94025581
https://collective2.com/details/75976336
https://collective2.com/details/77119743
https://collective2.com/details/84690231
Strategies still going strong after the call
So this proves that even C2 struggles to identify winners and may be influenced by early high fliers.
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So subscribe to systems that you like , i dont understand what you are trying to accomplish here . If you imagine that you can predict which system will fail and which wont then you are dead wrong , otherwise you would be predicting which stock will fail and which one will thrive .
100% of traders/systems will fail thatâs a fact some may need just 1 month others may need 100 years , the caveat though that many traders quit - for whatever reason - b4 the system collapses .
Technically the sp500 failed big time , with more than 50% DDs in the sp500 you cant leverage your bets on it or you would have blown your account just following the sp500 , so basically you have to de-leverage as you can to survive longer . So to survive DDs in the sp500 and make them not stomach churning you have to hold just 50% of your account - for example - in spy etfs , which will leave you with a mere 4%-5% annual growth over decades on average which equals - ish - the return of US bonds .
There is no loophole in the market
I doubt âStrategies of the week/monthâ were meant to be âStrategies of a Lifetime.â 
I also said in that same sentence, which you didnât quote: âRide a system until (and if) the wheels fall off; then ride the next system thatâs making money. But donât 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?)â
Did Ascendant TY trade shiny, fancy things, in a fancy way? See for yourself:
https://webcache.googleusercontent.com/search?q=cache:-3ryIbdk1PUJ:https://collective2.com/details/90325773+&cd=2&hl=en&ct=clnk&gl=us
I also stand by my previous post[s] with regard to the so-called allegations of the bragging police.
I never said it was easyâŚitâs just not complicated. Flowing in and out of systems is about like flowing in and out of a stock/eftâŚIâve also said that before. If you canât do one; you probably canât do the other.
So most would need a system, to flow in and out of systems; just like they are using a system, that flows in and out of instruments.
Like Iâve suggested before, it would likely take someone with the ability to develop a stock, etc. trading system, to develop a system trading system.
GL
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As weâve seen here, the advice of developers, with regard to âhow to pick a system,â may be biased. Shouldnât that be expected?
Such a system of systems would likely have to come from a neutral partyâŚlike C2 itself. Enter, ScoutAlpha (currently only using Futures systems):
https://collective2.com/about-scoutalpha
Emphasis added:
âScoutAlpha is offered by C2 Financial Technology LLC (âC2FTâ). It consists of trading programs based on Collective2 trading strategies. It allows investors to include automated trading strategies as part of their overall portfolios without requiring the time and effort of selecting and monitoring strategies. Trading will be managed and monitored by C2FT without the day-to-day involvement of the investor. âŚâ
â⌠Our combination of automated software and human managers will select the best-performing futures trading strategies on Collective2, and will construct blended strategies that will be offered to investors through a Collective2-affiliated CTA. âŚâ
BTW, I intend to offer a futures strategy very soon; based on my CkNN technology.
Trust me, there no âscienceâ behind Scout AlphaâŚ
I admit. I know nothing about it.
HmmâŚso I guess the advice for subscribers now is to ride strategies like this ONE (below) for just a week or a month until the âwheels fall offâ in a momentâs notice. I guess somehow the astute developer can also let the subscribers know before such impending doom happens, so no problem.
OhâŚor I guess the developer of the system can always RENAME and call the system as been only a âTESTâ months after the fact (and tough luck to those paying subscribers losing their money following this âstrategy of the week or monthâ).
I understand youâre upset and emotional right now; but to be clear, that test system had no subscribers. I didnât take on paying subscribers until I believed Iâd found the system I had been searching so long for, and even then, I didnât bring my own subscribers here until 4-25-2016:
Also, you should probably start a new thread if youâd like to continue whatever this is. 
The only one I really see touting a system is you. Frankly it doesnât seem like a problem at the moment. Certainly itâs not worth bringing in drama over it.
So You want us believe that the NUGT/DUST strategy that stay on C2 for a year and was renamed after a year into a new strategy called TEST⌠was only a test⌠Frankly It is hard to believe especially on the light of the latter performance.
Luckily we have some interesting tools on C2 that give to potential investors the ability to perform a double check instead to take for âtrueâ the sometimes funny developer assertions.
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You (and other developers like you) are free to believe whatever you want.
I used to receive a lot of questions about that closed system, so I renamed it to help make it clear that it wasnât meant for subscribers.
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System developers that use C2 to do live testing of newly developed systems will have test systems that fail or otherwise donât pass testing. I donât see what the big deal is. A developer can do live testing off C2 but then youâve wasted that time and performance as it is lost when you list on C2 later after the system tests out. So you can either test off C2 and have only systems with a proven record at the cost of not being able to have that proven record on C2⌠or you can test on C2, have the test time count toward your C2 performance at the cost of having a number of systems in your history that didnât test out.
To generate a signal leading up to a probable system failure, someone with far better data skills than mine might look at number of subscribers as a function of time. Are a large number of new subscribers jumping into the system within a very short period of time?
On the resulting graph, you may want to label the X-Axis âSheepâ, and the Y-Axis âCliff.â
Itâs been a bad day in the office. But you are abosolutely right I donât have 400k. Thatâs today balance around 11am. (This is the balance of my c2 acct after withdrew 30k for a down payment for moms car).
I will work hard to bring it above 400k. Will keep you posted
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