Good day everyone.
I am new to C2 and as I figure out a few details on C2, would really appreciate any feedback on my trading strategy Q4.CrystalBall.
Link to Q4.CrystalBall on C2:
Strategy and back test details from 2004 - Jun 2018:
Currently I have not yet set up the system to charge while it is being tried out by C2 community.
This is not a get rich soon system but rather focuses on long term wealth building with Market beating returns and lower draw downs.
System can be traded in retirement accounts given that this is a long only system on Stocks.
Some of the key strategy details are:
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Based on testing from from 2004 - Jun 2018
35% annual return
15% max monthly drawdown
1.57 sharp and a 0.55 correlation to S&P
This period covers all different market environments and the system behavior can be seen in the charts provided at the link above. -
Strategy trades High Growth large cap companies and holds 5 stocks at any given time.
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Trades are taken at the end of month and held for the next month.
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Position sizing is based on current market environment. Trades are generated based on price, volatility and correlations. System sidesteps down markets and moves to cash to preserve capital.
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Only a portion of the Capital is invested at any given time.
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Any large losses are prevented by using large cap stocks, with position sizing and rebalancing monthly to identify the stocks that are right for the current market environment.
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For the 14 year period from 2004-2018:
Positive Years = 93%
Positive Quarters = 72%
Positive Months = 70%
Happy to provide any more details that may help understand the strategy better.
Thank you for taking time to provide feedback.