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Named and Shamed vs. My Live Trading Recommendations


As a quant behaving like a layman, I set up this portfolio 2 weeks ago. This is just awful!
BE CAREFUL investors. My Sharpe is at 22 this week :wink:


Apologies AI Algorithms 13. Solid returns!


Tempus Fugit gets the biscuit though.

-186% in 2 weeks


that’s just not fair. you cant expect all the trade leaders to manage your risk. the market is down 10% in like 2 days. which is the sharpest 10% correction in history. ya, you have some bad strategies, but no need to make a post hating a whole list of leaders.


Markets are changing. Volatility is back and most systems that can’t adapt are being blown up. Sorry to see your strategies are having negative returns. I hope things turn around for everyone here! Onward and upward.



If you think this is bad then you have not been in the markets long enough. Look at the fundamentals of the world economy. This is a retail wash out, that’s all. We were all long VIX structured products in size to trigger short volatility stops. That is what blew up the implied volatility index. Have you heard of the VIX elephant? He is small fry compared to the dark pools :wink:

Free lunch on Monday’s bloodbath!


why do you simulate them then?:slight_smile:


I mean… WTF. I screened the best algos, based on sigma, E[r], SR, DD to alpha, etc. All crushed with the exception of a few.

Also, I am a seller at 1.5 bar on 18/01/18. LOL



Thank you but I only simulate these. I have my own that don’t blow up. Be careful!


The amount VIX trading systems that blew up with a VIX spike to 20-25 is somewhat shocking. It could be considered a black swan as VIX spikes to 20-25 once a year and their backtest models obviously couldnt explain why NAV on XIV collapsed 95% on such a spike.

The dangers of short VIX trades should not to be taken lightly. What happens when VIX hits 40,50,60+? Some members on this forum saw this coming and tried to warn one another. To those members you should be thanked because you probably saved at least a few people from the destruction that was unfolding.

For those caught in the destruction, I hope you can turn it around and take this as a small lesson in life to observe how a system performs in a draw down before you chase the easy pennies.


Hear Hear. Long SP500 & long VIX and NOT long inverse implied volatility ETFs basically. We have been arb’ing the term structure in VIX futures for years. One can’t access this through an ETF for these reasons. If there is money to be made it will happen again unfortunately. Greed is not so Great in the end. They were trying it again today on close for XIV and SVXY.


Yep… buying XIV and SVXY when markets close at their lows with volatility above 25 is suicide. Indexs lost major support today and now is not the time for knife catching.

To be honest with everyone at Collective2 you should be thanking the market for this opportunity. If you ever wondering about the systems you were thinking about or had already subscribed to and wondered how they would react in a volatile market then this is your chance to know.


nothing wrong with hating, it is a way to let others know of the dangers of some of these systems so it won’t happen again. While we all take responsibilities for our own money, some blame can be put on these systems that broke their own rules.




You must not have been alive in 87. This correction is weak sauce.


Great post Frank.
Your post is 20 days old…and you could probably make that same post today. With the same bloody horror.


it´s the typical double dip that starts today. It will probably continue tomorrow and weaken on monday. Then we have a turnaround tuesday. This would be the 100% classical pattern, nothing new under the sun. But lets see, maybe we get a longer enduring correction with a nice downtrend. (finally…)


Why don’t you trade it then. Make some money for your many subscribers.

Predictions are worthless 100% of the time.


Sure, here you go YMMAGIC1. Only 9 traders remaining - haha :joy:

Alex is right imo, risk off sentiment in markets could continue. The sell off was kick-started by Powell’s speech opening up a potential 4 interest rate hikes this year, (check out the Fed Dot Plot). And, extended by Trump’s potential international trade war. Lets see if the market catches a bid into the weekend, I doubt it though. Strap up, volatility is coming this year :slight_smile:

Here is me over 10 days with my last position in UVXY from 26th Feb :wink:


I love when people say “could”. Of course it could continue. Or it COULD go up. Or it COULD go sideways.

Sound like a talking head from CNBC