On the Leaderboard, the 5th column shows performance and the default is “all time.”
But instead of showing the all-time return, it shows each system’s “Annual return (compounded).”
This is true for every strategy, but taking mine as an example “VXX Bias” (https://collective2.com/details/100707640) it shows in the all-time column as +60.3%.
However, the actual all-time gain over 4 years for my system is +552%.
Does this post double as a shameless plug of my system? Sure! But it’s also a real bug and I reported it two years ago and never got a response.
Jay I’m not sure I understand what you are reporting as a bug. Regulations require us to show returns as annualized (compounded) when a strategy has more than 12 months history, and simply Cumulative when a strategy has less than 12 months of data.
Are you suggesting our Annualized Return calculation is incorrect for your strategy? (It’s not.)
Here’s a bug I’ve noticed on the leaderboard. If I select “IRA-friendly” strategies and sort them by their “All Time” performance, the resulting table is not sorted by All Time performance. It works fine if “3-month” or “6-month” is selected.
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The Category on that column says “all-time.”
“All-Time” for most people communicates an idea of the % gain of a strategy over all the time.
My strategy is +608% over all time. but it shows as +61.8% which is the all-time annual average.
Not really a bug, it’s just how they define it. The main problem with your strategy is the max drawdown, so even if they changed the definition (unlikely) I don’t think you’d get any more subscribers
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Sorry to be pedantic, Jay, but the phrase “all time” describes how much time something is measured over (answer: “all”). The fact that the percentage measurement itself is calculated on an annualized basis (as required by US regulations) is unrelated to the time scale used. (One can have an annualized calculation for a 30-day period, or for a 2000-day period, although the former is not permitted under U.S. regulations.)
