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.
I’m checking if there is any interest in stocks strategy (long 125%, short 50% of account size) based on proprietary stocks ranking and monthly rebalancing. The strategy will contain up to 10 stocks on the long side and up to 4 stocks on the short side, with minimum capitalization above 5B. I want to price this strategy at $99, run as 100% TOS, with initial capital 100k. Backtested performance of past 3 years below:
Any comments?
Looks REALLY promising! The only concern I have is the last three years have been Bullish so how does the backtest looking in bear/down market? I really like the equity curve SMOOTH
Unfortunately, I cannot go further than 3 years back (some inputs I’m using are not available before 2016). At the moment, I’m not sure when I will run this strategy. My last 12 months performance is twice better than strategy performance. Also, I want to observe strategy by a few months to check how it behaves without any input changes. Below chart for the past 12 months:
Also, the goal of the strategy is outperforming SPY in up and down markets, not absolute return. From 2016 we had a few corrections in SPY and strategy did hold very well during these periods.
Thank you for the Info – keep up the good work. Would be nice if we had longer time test, but I understand.
