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TradePath Strategies has been trading on C2 for over a year and half and has generated new high profits consistently. Also, there are realtime subcribers trading the strategy. Yet it does not have a C2 ranking.
Can anyone shed some light as to why TradePath Strategies does not have a ranking score?
I do not have any insider information on that. I would suspect there might be some cutoff statistics that may prevent strategies from earning a ranking. For example, many investors look at the statistic called “Avg(MAE) / Avg(PL) - Winning trades” which is a ratio of the trade drawdown to the trade profits for winning trades… good values are low (below 1.0) indicating that drawdowns average less than the eventual profits on trades. High values (above 1.0) may indicate a hold-and-hope attitude toward trading… often accompanied by averaging down (and adding leverage) to get out of the hole. I don’t know if there might be hidden statistical cutoff points for certain measures in order to get ranked… but if I were crafting a ranking like C2’s, I would probably put such cutoffs in the mix for stats indicating known risky trading behaviors.
So C2 flags strategies with this “warning”? Do strategy managers know about this warning? I had no idea. We should know about this….this is really BS! Because it is not an accurate discription as to how TradePath Strategies trades and the risk is managed.
This strategy trades futures…of course the drawdowns could be greater than that of stock trading strategies….but t returns could be dramatically higher. And they are with TradePath Strategies. Thats called risk reward and with futures… both are higher. That is way you only allocate a small percentage of your overall investment portfolio to a stategy that trades futures. It’s called diversification. And by no means does the C2 warning reflect the trading approach that TradePath Strategies takes.
Here is how TradePath Strategies trades.
Drawdowns are a normal and healthy part of trading. A drawdown is not a loss—it represents a temporary fluctuation in equity, whereas a loss is permanent. Managing drawdowns is a core component of the TradePath Strategies process. Losses do occur, but the objective is to actively manage and recover from drawdowns so they do not turn into unnecessary realized losses. TradePath Strategies’ real-time average drawdown typically ranges between 12% and 17%, which is considered strong performance for a futures trading system and aligns well with prop firm risk standards.
At times, TradePath Strategies will maintain a longer-term position while actively adjusting position size as price moves. Within that broader position, individual contracts are traded in and out to capture profits. On platforms such as Collective2, all trades within the same contract month are displayed as a single combined position, which can make this approach appear similar to a Martingale strategy. It is not.
Here is the correct interpretation. Assume we are short eight Micro NQ contracts. We may take profits on two contracts and later re-enter those same two if price moves higher, returning the position to eight contracts short. This process may repeat multiple times over the life of the trade. The effect is that portions of the position are consistently generating realized profits while the broader directional thesis is actively managed. These repeated profit-taking and re-entry trades improve the average entry price and reduce the effective risk of the longer-term position.
How do you explain these leverage spikes of 20-to-1 during drawdowns? Looks like a Martingale strategy to me.
The description of the strategy clearly explains why it’s not Martingale. Sometimes the strategy has on multiple positions (ex: NQ, Crude, Soybean positions all on at the same time) which obviously adds to the leverage but also diversifies the risk.
TradePath Strategies is an aggressive futures trading tool designed to generate substantial returns from a limited capital allocation—not to be used as a full-portfolio strategy. TradePath Strategies is meant to diversify ones investment portfolio to generate a much higher return potential with a justified higher risk on a small % investment. For this reason, subscribers should allocate no more than 20% of their total investment portfolio to the strategy.
Drawdowns are not losses. A drawdown reflects a temporary fluctuation in equity, while a loss is permanent. TradePath Strategies intentionally uses selective, higher-leverage trades (but not aways high leveraged…market character determines leverage size of trade) on a small percentage of one’s overall capital to pursue outsized returns.
When viewed through this intended risk-allocation framework, TradePath Strategies operates as designed. The generic way Collective2 presents the system does not accurately reflect how the strategy is meant to be used and results in an unfair assessment of its risk and performance profile.
The Adverse Excursion-to-Profit metric used by Collective2 is not an appropriate risk measure for TradePath Strategies.
This statistic assumes a single-entry, single-exit trade model with fixed stops. TradePath Strategies does not operate under that framework. The strategy uses active position management, partial profit-taking, and tactical re-entries within a broader directional thesis. As a result, reported adverse excursion often reflects temporary, unrealized movement inside an actively managed position—not unmanaged risk or loss holding.
TradePath Strategies intentionally trades around volatility to improve pricing and reduce effective risk while realizing profits throughout the move. This professional position-building approach is fundamentally different from Martingale averaging and is incorrectly penalized by the metric.
Despite this misclassification, TradePath Strategies maintains real-time average drawdowns in the 12–17% range, well within prop-firm and professional futures trading standards.
TradePath Strategies is designed as a high-return, limited-capital allocation tool—not a full-portfolio strategy. When evaluated within its intended risk-allocation framework, the strategy operates exactly as designed, and the Adverse Excursion-to-Profit ratio does not accurately represent its risk or performance profile.
We feel your pain… each strategy here is misrepresented by one or another statistical measure used by somebody (and C2) to evaluate risk and reward. I think you’ve found one of yours.
Hard to believe that prop firms will tolerate 45% drawdown. But it was quite interesting definition of martingale-based trading approach from trade leader. I like this one
I bet most of these times (if not all of them) are during adverse price moves. 
It is not a 45% drawdown when it is not measured against an investor’s entire portfolio. It is a 45% drawdown on the recommended allocation, which is 20% or less of total investment capital. TradePath Strategies is not a standalone investment—it is a tactical tool designed to be used as part of a diversified investment portfolio.
Within our long-term position framework, many of the individual trades we take profits on occur during short-term adverse moves against the core position. This is intentional. These counter-moves allow us to scale in and out, improve average entry pricing, and strengthen the overall long-term position. While no market moves in a straight line, our approach is to maintain the long-term directional bias while actively capitalizing on intermediate swings. This process is reflected in the strategy’s high percentage of winning trades and consistent long-term positioning.
It sounds like an excuse which came up after unexpected 45% drawdown since system description says nothing about this. You may want to add it there.
About position improvements - if system has high win rate as martingale system, has peaks of leverage on drawdowns as martingale system and has high avg loss to avg win ratio as martingale system, then it is likely martingale system.
For reasons that aren’t clear, you continue to mischaracterize how the system actually trades. You may never choose to subscribe—and that’s fine—but the system’s performance will continue to speak for itself over time.
