European Stock Basket- currently ranked 6th on C2

European Stock Basket is currently ranked 6th out of all of the strategies on C2.

I’d be interested in non biased views/critiques on this strategy, if anyone has 5 minutes.

I think it is one hell of a strategy, but I’m slightly biased- I assisted bringing this team onto C2. Therefore my view isn’t a completely neutral one.

However, here are the stats:

Return so far- over 130%.
My views- When I see a strategy with this type of return, I generally give it some space to breathe whilst I study their risk/volatility etc. This brings me onto the worst case drawdown: around 13%.

Drawdown- 13%. I think it is impossible to maintain this risk to reward ratio of a 10% reward for every 1% risked. However, even at half of these levels, this is still one hell of a strategy.

Markets- Predominantly European Index Trades (CAC, DAX and FTSE). Widely traded, liquid investments. A tick from me.

Market direction- Anyone can make money on an appreciating market. However, this strategy also has a fair proportion of short sell trades. Another tick for me.

Sharpe Ratio- above 4. Again, I think this is almost impossible to maintain longer term, but generally I’d look for a sharpe ratio of 1.5 or above, so it ticks this box for me, and has room to drop it’s current performance level.

Leverage- Again, large returns often equate to large leverage. The flip side of this- LARGE LEVERAGE has the potential TO BLOW UP. This strategy DOESN’T HAVE THAT. Average lev of 2.5, and a top end of 7.5. A VERY IMPORTANT TICK FROM ME.

Guys/girls- I could go through a number of other statistics, but I’m interested in any other critiques of this strategy.

I have some of my capital following this, and I can see it has already collected over 1m USD of capital following it, in a short space of time.

If anyone who is experienced, has a track record of success trading or choosing strategies has a view on this- I’d love to hear it. There are clearly some wise and experienced people out there, so let me know if you have a view.

In my opinion, it’s a cracking strategy which is working it’s way to being the best on C2. But like I said- I am slightly biased.

To view ESB click here:


It will be interesting to see how your strategy performs when you will gain more capital.
When you hit around 3M USD of capital, I assume you will have some challenges because the “position limit” will hit.

I’m sure you already encounter the " position limit" when you try to execute trades.

Good luck

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Thanks Daniel. It’s not ‘my’ strategy, but I brought the trading team to C2 and I follow it with my own money. Interesting advice though and it’s much appreciated. I know the typical position sizes are ‘1 lot’ so I’m hoping they don’t hit the position limit. Really appreciate the feedback though.

Just an update on the European Stock Basket.

Amongst the 100’s of strategies on C2, this is NOW RANKED NUMBER 1 STRATEGY.

If anyone is looking for a strategy that both BUYS and SELLS global stock markets (mainly European) then I’d certainly suggest having a look at this.

I assisted bringing this strategy to C2, and I also follow it via my own account.

I would highly recommend it.

There are other excellent strategies at the top of the scoring workbench, but as I know ESB very well- it will provide a good edge for any portfolio.

Have a look at it here:

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