Collective2 Trading Strategy of the Week: "Futures Timer"

Some stats guys…

98.8% win trades?.. let’s see how they are achieved.

Up to 14% DD in one trade

Hanging on to big losers

Spikes of leverage

Avg loss 13 times bigger than average win

Good luck with that…


In the Collective2 write up on the system that was emailed out, it is stated that the system trades up to a maximum of 3 VIX contracts. So it will add to losers and is left-skew, but it’s not a martingale system.

Isnt that what subscribers want ?

That’s a nice thorough analysis.

I noted that the old strategy, “ETF volatility timer” was created under a different account, “ETFCAPITALBUILDER”.
One potential subscriber can’t see old strategies results looking at actual strategies managed by this trader, at least until Mr. Klein’s email about “future timer” strategy some days ago.

Also noted that old cited strategy, “ETF volatility timer”, is marked as “not accepting new subscribers”, users can’t easily view statistics. Better was in my opinion if the author simply decided to kill the strategy instead.

I think the system will fail for the same reasons ETF volatility timer failed. He is just doing the opposite from one of the most time proven trading rules, “cut the losers short and let the winners run”. Even though this system is not a martingale systems it shares some characteristics of it which you also can see from the V- spikes in the equity curve. BTW, I am sorry to say that C2 seems to favor systems with high win ratios by displaying it prominently in the statistics line on top of the system’s page without displaying next to it the avg. win to avg. loss ratio. The win ratio alone is meaningless and probably misleading to many unwary subscribers.