That guy has certain rules for exits, which limit risks, not exactly fixed size stops.
This is the main secret. Everything else is open for public. 
Just my 2 cents. Number of trades is important but number of days or time elapsed since inception by the program is important as well. For instance let’s say You are evaluating a strategy that does 1000 trades in a month and another that does 200 trades over a year. To me would be more significant the latter because there are economic cycles and a full evaluation should be focused over years.
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This is so complicated. Depends what trades are you talking about. If short positions it means the broker will pay you for overnight holding so 1000 is better right? Again it is all about how large is your position.
I think when choosing between these two options, one needs to start assessing the traders experience level to break the tie. Trade leaders experience/ education is just as important if not more than the statistics.
Just my 2 cents. Number of trades is important but the number of days or time elapsed since inception by the program is important as well. For instance let’s say You are evaluating a strategy that does 1000 trades in a month and another that does 200 trades over a year. To me would be more significant the latter because there are economic cycles and a full evaluation should be focused over years.
The number of years is the great indicator. It may increase confidence in addition to the number of trades. But not instead. The less number of trades, the more random results and the easier to fall into sin of curve fitting.
Market conditions changing constantly from second to second, from hour to hour. It is impossible to take 1000 trades in a row in the same market.
Or, if a trader is fantastic and he Wait4Trade, he needs, as well, years to meet similar market conditions 1000 times 
Shorts contain unlimited risk.
Overnight volatility is incomparable with “swaps”.
Trade leaders experience/ education is just as important if not more than the statistics.
Experience - for sure.
Education?
If to talk about general education, that people with good education make more money in their speciality. I never met good dentists who stopped practice and start trading.
If to talk about special education - I am not sure any univesity prepare traders.
“The Diploma of Intraday trader of Xxxxghton University”? Never heard. But, maybe, I am mistaking here.
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I am talking about being trained and educated at say the Chicago Board of Trade or Mercantile as an example.
Almost any education is good.
I and sure, it would be extremely useful to read on the respectable exchange website what is bar and candle, what is expiration and about the difference between a market and a limit order.
So, I am completely agreed with you, with one only difference: I’ll spend the time to repeat the trivia after trading income will pay my bills, not before.
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Nonsense. These two strategies have been around six to seven years with a drawdown equaling the return. Averaging 3% or so annually. Not only are they undeserving of top 10 placement, I don’t see a reason why anyone would subscribe.
They both significantly outperform the S&P500 on a risk-adjusted basis and they’ve been positive every year since 2012. What more do you want?
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Great strategies! What else do you need? At 200-300% profit per year? In order to then lose all 100% and still have to stay with the broker. A good story is to make a profit of 20-30% per year on average for at least 10 years.
They seem like good strategies to me. Did you mean 30%?
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100% agree, i wish all subscribers had the same opinion 
I analyzed the C2 Grid, and that’s what I got.
At first I sort the grid by 1000 trades, >20% Ann return, <= 25% Drawdown, <= 60% win trades.
And I get only one strategy:
Ok, then I sort by 500 trades:
Ok… let’s try by 300 trades:
So we have only seven strategies for analysis (for some reason “The Momentum of Now” not included in the last sort).
My goal is to make a strategies portfolio for six months, which will not lose money.
- Position volume management not used.
- Entry side balance is shifted to long trades.
- Stops not used.
- Not investment horizon for six months. Loss probability is 33%.
This strategy is based on stock rising trending. Recession 100% will bring you loss, and what size it will be difficult to predict.
This is the good strategy for a big long-term portfolio, but for six months investment horizon it doesn’t fit.
Declined.
- Position volume management not used.
- Stops not used.
In the case of long trades stock trading, we can ignore not using position volume management because the stock trend helps, but on another markets this will lead to long unpredictable drawdowns.
Declined.
- Position volume management not used.
- Some trades are with a loss well above average.
- Only one trading instrument (CL).
In the case of long trades stock trading, we can ignore not using position volume management because the stock trend helps, but on another markets this will lead to long unpredictable drawdowns.
The portfolio of instruments brings stability to the system, because each one can be in long cycles of drawdowns.
Declined.
- Strong change in trading style after drawdown.
This strategy has a very good performance, but actually there are two strategies: before drawdown and after.
Before is well balanced with low risk for one trade and step lot rising.
After is with high risk for one trade, maybe even without stops.
The strategy is worth attention, but for now it’ll be better to wait.
Declined.
https://collective2.com/details/117442067
This strategy has all strong sides:
- Rising short sinusoid
- Position volume management
- Risk control
- Mostly intraday
The only drawback is a rather small trading portfolio with 7 instruments only.
Approved.
This strategy has such strong sides:
- Position volume management
- Risk control
- Mostly intraday
- Good investment horizon from four months
Profit sinusoid is not good, but the strategy compensate this by good lots managing.
Approved.
- This strategy has such strong sides:
- Position volume management
- Risk control
- Mostly intraday
- Good investment horizon from four months
Profit sinusoid is not good and the max volume position very different and first I wanted to drop it, but
In description we can see:
I manage risk based on the recent of account balance. Therefore, the number of lot size is not fixed. It depends on the size of pips stop loss.
If risk 1% ($100/10k):
SL 10 pips = 10 lots.
SL 100 pips = 1 lot.
Drawdown chart confirms this. So I added it to portfolio.
Approved.
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Truly a great article; new traders would do well to heed this advice.
A simple, yet meaningful way to do a quick evaluation of any C2 strategy is to multiply the figures for the following three stats together:
- Profit factor
- Average win/average loss ratio
- Winning percentage.
The higher the resulting number (and especially if the sample dataset covers several hundred trades over a variety of market conditions) is, the more likely that a system has the ability to be a long-term survivor - and thriver.
Wow, so a strategy shorting VIX options with a 90+% win rate and the ability to lose it all if the trader turns away for a cup of coffee has a high likelihood of being a long time survivor/thriver? I’d call this the Steamroller Indicator. Good luck picking up all the nickels.
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I would still say # of trades is not that important, number of days been around should be. Atleast 2 or 3 bear market of that strategy trading sector. A short vix strategy might have great statics for 3 years straight but it crashed when VIX spiked just once. Its much more important to see a developer that can navigate through a few bear market or corrections. Its easy to make money over 1000 trades during good weather, but most wont survive a storm or 2.
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Good article, It just I think you are more developer not a trader, right? You like to develop strategies not get involve in real market trading.
Why did you crossed out several strategies made thru your filter?
Strategies like OPN C8868 or DSX ES.
This was said about The Momentum of Now
Per his strategy description - stops are used, short stocks and ETFs in bear market. Also he defines position sizes based on his risk. So the only last bullet point from your summary is valid.
According to the collective2 grid table, either a market storm is permanent, or just a few can survive 1000 trades in any market conditions. It’s not easy to make money during 1000 trades, anyway.
I would say that both time and the number of trades are important, but if to choose one, then my choice is the number of trades.
I can easily create a strategy with 200 trades for ten years with good performance.
Look how changing best results with an increase in the number of trades.
EURUSD 295 trades:
EURUSD 1011 trades:
It is a demonstration of simple cross averages strategy with 100 ticks target and 100 ticks stop.
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