I want to state very explicitly that all results posted on C2 must be regarded as hypothetical for all the reasons enumerated in the posts here (slippage, the randomness of receiving the same fills at the same time as a computer simulation, the lack of realism when it comes to trade volume, etc.) I hope everyone will recall that before they are allowed to log in to Collective2 for the first time, they are asked to read a statement and agree to it. The statement says all this (and much more) in a lot of detail. But I figure it can’t hurt to re-iterate it: C2 aims to be a helpful tool for traders. It is designed to be a lot better than simply taking some vendor’s “word” for his results (which usually are touted only after trades are successful… you don’t see many vendors touting crappy systems that performed poorly).
That’s the nice thing about C2’s permanent record: as a system creator, you have to agree to have your results publicized before the fact – that is, before you know whether they will be good or not.
Matthew
