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Dear Follower, a new topic has been created at this forum:
So that you have easy access to the past performance factsheet.
For marketing purposes we have changed the strategy name CORRIDORTRADER to COREX.
OUR APPROACH --> THE MYTH OF MARKET EFFICIENCY
CORRIDORİNVEST.COM does not believe in the myth of market efficiency! Players in the financial markets don’t always trade rationally? Financial losses, but also financial gains can cause irrational thoughts as well as irrational behavior in the human brain. This behavior usually causes huge individual losses which are no longer in relation to individual gains. Only SYSTEMTRADING does not implicate a distorted perception into the trading. This provides an existential foundation which CORRIDORİNVEST.COM is building on and benefits through quality and reliability.
DISCLAIMER: No liability or guarantee can be assumed for the accuracy or completeness of this information. Past performance results are not a reliable indicator of the future performance of an investment. Tax treatment depends on the investor’s personal circumstances and may be subject to future changes. This document is solely for informational purpose and may not be construed as an offer, prospectus or any form of investment advice. The above data is no guaranty for future performance. All performance results are simulated/hypothetical. Due to its management techniques the product is subject to increased volatility and capital loss, i.e. its unit values may undergo major upward and downward fluctuations within brief periods of time. Therefore when investing in the product the investor’s individual financial situation should strongly be considered. Exchange rate fluctuations may influence performance and risk.
These are no backtest results, this is a live forwardtest (own live recorded datafeed with price/volume/gaps/volatility/market dynamic). We don´t work with backtests, because the results of backtests are too inacurrate for live trading. This is the big difference of COREX to the most of the other automated trading systems. Therefore we don’t have detailed results past 2012. You are welcome!
Okay gotcha. The 4 screen shots together are too blurry for me. I can’t tell does it show how much you started with or annualized rate of return. I can see the total profit in the first photo and sharpe ratio etc.
DISCLAIMER: No liability or guarantee can be assumed for the accuracy or completeness of this information. Past performance results are not a reliable indicator of the future performance of an investment. Tax treatment depends on the investors personal circumstances and may be subject to future changes. This document is solely for informational purpose and may not be construed as an offer, prospectus or any form of investment advice. The above data is no guaranty for future performance. All performance results are simulated/hypothetical. Due to its management techniques the product is subject to increased volatility and capital loss, i.e. its unit values may undergo major upward and downward fluctuations within brief periods of time. Therefore when investing in the product the investors individual financial situation should strongly be considered. Exchange rate fluctuations may influence performance and risk.
Good job on your success here so far. Like the standard trade sizes and non-martingale aspect. Are you going to scale up your size eventually with the added capital to the original 50k or just keep it the same for subscriber sake?
To confirm my understanding of your screenshots - is the 2nd screenshot percent profit in the end column? So 2012 - 6% , 2013 - 18% etc ? @corridorinvest_com
I am looking again at your COREX system which shows a very nice performance over the last 11 months with a cumulative return of 45.7% and a drawdown of only 10.3%. I also like the fact that you always use the same position size and leave it up to the subscriber to scale up or down and the fact that the data you provided are not from back testing but from live forward testing.
There is one thing I would like to ask you: The performance data you provide show a low winning percentage of 33% and a high avg. win to avg. loss ratio of 2.81% (which I like), whereas the C2 trade record more or less show the opposite relation. Is there any explanation for this?
thank you for your message, you are right, this is the average win rate(33%) over a long time(Forwarttest 63 months) in opposite to a short time(COREX on C2 12 months).
thank you for your interest in “COREX”. We have to announce an increase of the subscription fee from 150$ to 300$.
Why is this necessary? One reason for this is also that Collective2 needs to increase the percentage it charges Trade Leaders when a strategy subscription is purchased by a customer from 30% to 50%.
Seems unfair to blame the entirety of that increase on C2 since that still increases your take home by about 50%. Nothing wrong with that just saying it seems a bit unfair to blame it entirely on C2.
The stats above show 33% winners… Currently on C2 it shows 59% winners. So, does that mean the average results will typically be lower than what C2 has logged to date?
OUR APPROACH --> THE MYTH OF MARKET EFFICIENCY
