How does a strategy get ranked?

C2
21

Thank you Babbage for the feedback, I have noticed that flashier strategies get the love which is a bit of a shame since they usually go do in a ball of flames. I like having a public record of my trades even if I am not making money from collective2 it is still a positive experience. I also believe strongly in my system and if it can continue returning 20-25% yearly it will pay off.

22

I would also add that getting a TOS badge is helpful. Actually, when I search the Grid for similar strategies, I see several TOS checkmarks. Try:

  1. Age >= 700 days
  2. Ann Rtn >= 20%
  3. MDD <= 25%
    4, 5, 6: since the market is up overall for the past several months, decent systems should all be positive over that time frame, so include 60-, 90-, and 180-day Returns >= 1%

This gives us (currently) 7 similar systems, all with CAGR in the range of 22-28%, all with gently positive-slope equity curves. All are Stock systems (none are even stock hybrids with futures or options). 4 of 7 have TOS certification.

I havenā€™t examined the others closely but I trade mine in an IRA account, and thatā€™s an important consideration for a number of C2 subscribers as well. It doesnā€™t show that clearly on strategy pages (it should), so Iā€™m thinking about throwing ā€œIRAā€ into my strategy title to make the point more clearly! :slight_smile:

23

Also thereā€™s a bit of luck involved. My strategy is just a little younger than yours, but I had the good fortune to get started down in the downswing of the market, whereas yours started up on the slippery slope downward. If you adjust your strategyā€™s timeline to start in early March 2024 like mine, yours has clearly outperformed mine over this timeframe. But my default full-period equity curve looks better as a result :smiley:

24

I like to checkout strategies that trade stocks, are at least 500 days old, and have a trade within the last 30 days (active). I order by Ann Return which puts mine at number 34 and yours at 30. I really did not start actively managing mine until May of 24 so my results show worse than they really are but I am trading for the long run so there is no rush to get a bunch of subscribers. It is nice to connect with other managers to exchange ideas.. thank you for that!

1 Like
25

Based on those parameters looks like I am number 8 and you are number 7.. I added Last Trade Ago <30

26

Speaking of ranking, and C2 Scoreā€¦ it is so mysterious. Earlier this week my Babbage 3x strategy had a C2 Score of 384 or 394, pretty low. The Manager Score Workbench was no help showing me how to move up even 10 or 20 on that score. And yetā€¦ a couple more good days later, with modest gains commensurate with a rising market and BOOM! Babbage 3x now has a score of 51 and is ranked in the top 10%. I didnā€™t put much stock in it before, but sheesh, thatā€™s ridiculous. If that Workbench is anything close to the actual formula, it is riddled with thresholds instead of gradients (based on playing with the numbers a lot), and I must have crossed some hidden threshold I couldnā€™t find in the Workbench.

27

Yeah, I did notice you had a huge jump in your score; you must have had an amazing day :slightly_smiling_face: . Congratulations!

1 Like
28

Sighā€¦ and today (Monday) my ranking is down to #331, Iā€™m just a loser again. New high? Yes! Drop 600 notches in rankings? Yes! More volatility in C2 Rankings than QQQ, thatā€™s for sure.

29

You will just have to slum it with the rest of us at the back of the bus :clinking_beer_mugs:

1 Like
30

I like how you go long on most of your assets. There is a buoyancy to some assets that are ā€œdestinedā€ to go up in the long run. For example the tech sector.

31

Thank you OrestBohonok2, I stay mostly long until my oscilator gives me a clear short sign
I use a sector-level oscillator that ranges from 0 to 100 to gauge positioning across the major S&P 500 sectors. Readings near 0 indicate potential accumulation opportunities, while readings near 100 suggest extended conditions and possible distribution/sell zones.

Currently, three key areasā€”QQQ, XLK, and XSDā€”are all showing readings approaching the 100 level, indicating that they are in the upper end of the range and may be getting extended relative to their recent trend.

1 Like
32

Thank you Meghan for the explanation! I had success with naked trading, for instance if you look at QQQ monthly and stretch it out, common sense just stares you in the face, buy. Now the only question you would be asking would be is what stop loss to use, or how much can I get away with without losing money, holding onto a profit. I was doing this with gold and silver until the war in Iran changed the paradigm, shifting the lot sizes but not the common sense.