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I see that this important parameter is not stable - one day my systems get 50-60 and next morning 15-20
no trade of my systems can explain such different in numbers.
could you please explain the measure this way and why its numbers change (like from 50 to 20…without any big DD moves in my systems)
thanks
here my results at 2/12/16
C2 heart Attack is 56/48/33 on my systems
today 25/25/9
whay really happened in the last days? my systems still have same risk…so why this numbers change so much?
The Heart Attack Index is based on the relative heart-attack-iness of your strategy compared to the other strategies in the C2 Universe, and also compared to the heart-attack-i-ness of the SP500 in general. So the number can change even if your strategy does not.
Thanks
I am happy about the results
Is the c2 Heart attach formula is secret?
i still does not see any logic or consistency this parameters.
59/66/24 today
