I just think this is extremely fascinating. I wish I had taken a snapshot of the TOS leaderboard on 6/16/2020 when I started this, but based on the 9/12/2021 to 5/24/2021 summary table It seems like it would have likely underperformed the market on a total return basis.
I don’t know what the right metric is to identify systems that will work well in markets like we had over the last year, but for some reason what was used on the popularity and C2 boards seems to be particularly not it.
