How is C2 score calculated?


Why is my C2 score only 327? Within less than 2 month, my account achieved 27% gain with less than 5% drawdown. At lease it should not be a bad system. Why the C2 score is so low?



Could C2 IT people check it for me? Thanks a lot!

The C2 score is a vendor score (it considers all your systems), not a single system score.



You have only one system and that system is only 1 month old. Plus you have already had close to 11% draw.



Your score starts out at the low end, then will change as more data becomes available to C2 (your system gets older or you have multiple systems).




You have 3 systems with drawdown (approximately) of 5%, 20%, 50%. However you have a C2 score of 997. Is that ridiculous?

The C2 score is ridiculous. I’ve written C2 about changing their algorithms, or deleting the C2 score altogether and I was told they’re working on changing it. That was several months ago, but I’m sure if they receive more comments regarding it’s validity they will act on it sooner rather than later.



I have seen systems on here that are newer than mine, lower sharpe ratios, larger drawdowns, etc., etc., and their C2 scores trump mine.

Grubber,



I wasn’t trying to compare systems, only trying to answer your question on why your C2 score is what it is.



The short answer is,… In general, you will have a higher C2 score with a longer historical track record.


I just checked your system. You definetely deserve a much higher C2 score. I am disappointed to see your C2 score is so low.