So these are the results from my analyst page, not including LRC Extreme futures, which was shown to have unrealistic fills, and riskarb highsharpe down through Sniper 4x.
Some background:
I have a pretty extensive analyst page. If you’ve never visited, now is a good time. There’s good and bad things about it, and there have been times where there are colorful commentaries, but these were the results until I found the limitation of C2’s servers in computations with 2.22% invested into each system:
All Systems
Your profit $22,528
Annual Return 257.2%
Maximum Drawdown $ $5,286
Max Drawdown % 18.85% 5.07%
These results are on a $100,000 portfolio since July 03 of 2008, but obviously, you’d have to be a lot wealthier to trade 45 systems at once, and we’ll just assume every vendor works out of the goodness of his or her heart.
I got to the point where I was getting Gateway time out warnings, which marks the limit of C2’s capacity to process all these calculations. Respectable nonetheless.
I consider all of the systems through Sniper 4x from top to bottom a random sample.
I posted this because Ross was wondering what it would look like.
Some problems are that it is just since July 3rd of last month. I’ll have to trim it down in the future, but I don’t think they were bad.
Drawdown is 5%.
