Discussion for: Leader Board Performance vs. Market

I have been very curious about the performance of hypothetically investing in all the leader board strategies vs. the stock market. So, I am tracking it on a live basis. You can find summary results in this thread. Just jump to the latest post from me for the summary. However, if you want to see detailed information, check my work, make sure I recorded your returns correctly etc. jump to this thread instead: (Please Don't Comment) Detail Data Dump for Leader Board Experiment


It would be interesting to see it in a year or so. Hope you will have enough patience to make it.

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Will it work if the strategies are made private and/or killed off? I’m guessing no.

Private strategies can be found using C2 time machine tool.

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Portfolio Time Machine


@JITF and @DogZebra_Investing fortunately it looks like my exporter I made will work on private strategies for pulling the current equity chart. Portfolio Time Machine has let me double check it. So the good news is it shouldn’t take any manual reading of anything for me.


How about adding average drawdown to the stats?

Cuz we will know that C2 star strategies will not be able to beat the other strategies returns due to the lower drawdowns.

So without lots more work I don’t know of a good way to calculate the daily drawdown. However, eventually as time goes on it will calculate a drawdown based on each time interval. So weekly or monthly drawdown. It won’t calculate the hourly or daily drawdown.

Are you using data explorer to find these? Will you make your queries public? And how does a beet farmer know how to gather all these stats?

There may be a good way to use data explorer to do this. However, I don’t know how to pull strategy rank for the different leader boards from it. Also it seems like when as strategy goes private it can no longer pull the equity value etc. So it would be more work for me.

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I am using the get equity commands described here: https://support.collective2.com/hc/en-us/articles/203005654-How-do-I-setup-C2-s-Signal-Entry-API-

I am finding that some of the data points it gives me seem to be pretty far off and I can’t seem to tell if it is ignoring commissions or something.

You really like numbers and stats, don’t you? :smiley:
That’s a good thing, after all trading is all about numbers and statistics, especially when it comes to the money management part.

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Yeah I mainly want to answer the question, would a subscriber do best if they followed all strategies on the popularity board, the IRA board, the TOS board, C2 Star, or Old Timers. If I had to place a bet on best overall returns over the long run I would bet on IRA Long Only or on Old Timers. I just think the propensity to blow up is too common on the others. But we will just have to wait for the data to come in.

*Obviously not suggesting people do that.

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Well it depends, each trader is different: some traders want big money fast, at any cost. Others (especially the “old timers”) prefer to earn a modest but stable income with no surprises.

LIke the tortoise and the hare, I think modest and stable wins in the long run. But we will have to wait and see.

That much is true, so keep us posted.

If you have any feedback let me know! Detail data can be found here: (Please Don't Comment) Detail Data Dump for Leader Board Experiment
The different time that data is exported is out of my control, but in the long run it shouldn’t matter and from now on I will try to always export on a weekend to reduce any affect from that.

I know it is super early in the experiment. But this thread displays why I think the popularity leader board will not beat the IRA leader board. Crashed Strategies. I bet most of these were on the popularity leader board, but not on the IRA leader board.

Start Chicago Time End Chicago Time Average Return
SPY 6/15 16:00 6/20 10:56 0.52%
Popular Board 6/15 20:27 6/20 8:25 -0.30%
IRA Friendly 6/16 12:44 6/20 8:43 0.37%
Old Timers 6/16 12:34 6/19 14:03 0.17%
C2 Star 6/16 11:59 6/20 9:47 0.12%

What becomes evident on your other thread ( (Please Don't Comment!) Log of Lessons Learned From Closed Strategies ) is that these losing systems crash and burn with just a few losing trades, and sometimes with only one!

This is something I suspected a long time ago, and your informative study just made this fact more evident.


On the topic of the Leader Board, is there any good reason why a strategy with a 50% maximum drawdown would be in the top 10? It seems there are plenty of much better strategies out there with a better risk adjusted return (annual return / max drawdown).