“It’s not about how much money you make, but how much you keep, and how hard it works for you.” – Robert Kiyosaki
“The first rule is not to lose. The second rule is not to forget the first rule.” – Warren Buffett
Since I returned to C2 after a multi-year hiatus, I have followed in simulation and with real money a fair number of strategies. Some, including a couple of my own, have been steadfast in rewarding the “faith” (for lack of a better word) placed in them, carefully weighing the risk/reward proposition on each trade, letting profits run and cutting losses when appropriate to await the next opportunity. Others–including some of those popular here on C2–have seemed initially to behave in this manner, only to suddenly lose 10% or more of model account assets on a single trade, to my consternation and detriment. Still other strategies seem to reward their developers but punish their followers, who–due to market illiquidity of the assets traded–are unable to come close to matching the developer’s entries and exits.
I have just spent several hours reviewing C2 Member Portfolios, other C2 resources, and my own simulation and subscription history, and would like to give a shout out to the following developers:
First and foremost, to BlackBoulderTrading, developer of Leveraged ETF Trading and Index Futures Trading . The first of these shows up in almost every portfolio (including my own) which has benefited from its steady upward climb. The second has achieved nothing short of spectacular growth, enriching those with a bit more risk tolerance.
Systematic_Trader, of course, cannot go unmentioned. Mischmasch has a multi-year performance record that is unmatched, included a 300+% year in 2021. My choice of this developer’s several strategies, at least for the moment, is ES NQ Day Trades. Why? Because (1) I am more comfortable with the position size limit (1 contract max of each, long or short, per trade), which granularity allows me to better control the scaling (1x, 2x, etc.) of my position; and (2) the closing out of positions at end of day to limit overnight risk (although my experience suggests that–with respect to my own systems–the benefit of holding overnight on average far outweighs the risk).
TraderBen’s BattleFutures certainly deserves mention. Though a newer system (like “Index Futures Trading” above), the upward left-to-right sloping angle and regularity of this system is nothing short of remarkable, and I am glad to be among Ben’s first subscribers.
QuantEdgeTrader’s MNQ Edge Trading strategy has everything I look for in a trading strategy. Quoting the strategy’s description: “Depending on price action, a position is built progressively from 1 MNQ up to the max position size, only when the trade is profitable. Max size long 15 MNQ. Max size short 7 MNQ. Generally, No overnight risk. Rarely overnight exposure max size 2 MNQ. Strict risk management. Always a stop loss for each trade and a max drawdown for each position.” Put these attributes together with a knack for position entry timing and selection, and this strategy seems like a surefire winner (…yeah, I know, there ain’t no sucha thing…but this looks close!).
EdgebridgeCapital’s EDGE - T4, one of several offerings from this developer, is new to me but a strategy about which I’m cautiously optimistic. At this time I’m trading it 2x [edit: just upped to 4x] and have nothing bad to say thus far. Risk seems appropriate to model account size and profits look good; however, I’ll be watching it carefully and will cut and run the instant I discover my optimism to have been misplaced.
Finally, I think I’m justified in including my own two systems, Krakatau and Vesuvius, in this list. (It is, after all, my list…) Both strategies are similar: they enter only long positions in highly liquid ETFs and stocks; they do not trade futures, options or other derivatives; they establish profit targets and stop loss levels on each trade at the time of position entry, they attempt to risk no more than 1.5% of capital on any given trade, and–quite frankly–they are based on a reliably profitable algorithm yielding that oh-so-desirable steadily up-sloping left-to-right return profile. Oh…and like all of the above…they are either TOS [“Trades Own System”] certified or believed to have significant developer capital at risk.
Some might ask why, if my systems are so good, do I bother following those of other developers? Because I’m a risk-averse person, and figure that by spreading my assets across the best-of-the-best, I can achieve significantly above market returns while limiting draw-downs to levels with which I’m comfortable.
Here are a few statistics which I think justify my optimism:
So. Those are my thoughts. Let the stone throwing begin!
