The opinions expressed in these forums do not represent those of C2, and any discussion of profit/loss is not indicative of future performance or success. There is a substantial risk of loss in trading. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. You should read, understand, and consider the Risk Disclosure Statement that is provided by your broker before you consider trading. Most people who trade lose money.

Named and Shamed vs. My Live Trading Recommendations


#21

Sounds like you don’t have a view on the markets at all. I guess you are a random walk, Gaussian distribution kinda guy. Good luck with that! I will trade using this … https://www.vice.com/en_us/article/dpw9yx/rattraders-0000519-v21n12 … over your advice/systems. :joy: #rookie


#22

Great Strategy… @DogZebra_Investing :joy::joy::joy:

I REST MY CASE


#23

Not trying to pick sides here. I have no dog - or zebra in this :wink: but that chart should only be considered up until November 10, 2016 when the strategy was killed. C2 continue to update the charts of killed strategies if the developer neglected to close positions before ending the strategy. However, the annual return and max drawdown numbers stop changing after a strategy was killed. Again, I don’t want to insert myself in this I just want to make people aware of this. Personally I think the chart should stop accumulating after the strategy is killed or clearly show the date it was killed. I don’t know why it isn’t that way.


#24

Did anyone see when the last trade was made in that strategy - or even bother reading the description?

I stopped running it in April of 2014. Didn’t know you could “kill” strategies until a couple years later.

Good research man. Top notch. Where are the systems you attempted Frank?


#25

@DogZebra_Investing It still underperforms the S&P 500 up to April 2014


#26

Coming soon to C2
Wanna see a proper equity curve? This trades US equities & ETFs.


#27

Thats impressive! I assume the system takes trades on the short side as well as long side in order to maintain that equity curve?

And a drawdown of 1.2%…wow!

Can’t wait to see it!


#28

@AlgoSystems Long-short beta neutral intraday


#29

Hmmm ya. Back test of 2012-2018. Surprise the equity curve is only 37% with 1.2% drawdown.

Got to love back test to proof it will work going forward. Please start this strategy already!


#30

@FrankWilson on that picture from Feb 16 to Mar 1 you have approx. 8% dd. On the backtests it is approx 1% dd. Different algos?


#31

Good call @AlexanderG, looks like we are right. SELL OFF continues in London this morning.

@OSUTAI it has a annual return in live trading (out-of-sample) of 37% for a drawdown of 0.8%%. The total return from Jan 2012 to Feb 2018 is 658% with a max dd of 1.2%, this is the backtest and live results combined. I hope that helps.

Correct @AndreyBlinkov, let me clarify. I have 7 algorithms that trades equities and ETFs. I am debating whether I should combined some of these strategies into one system or keep separate. I am trying to weight them accordingly for superior risk adjusted returns. Easier said than done :sweat_smile:


#32

Yeah that’s why I closed it. Not acting like I had expected. Can’t wait to see your unbeatable system.


#33

Fair comment, lets draw a line under this. I am more interested in finding and discussing future alpha @DogZebra_Investing


#34

Watch UVXY opened with 20 handle…


#35

My system just bought approx. 30% more UVXY but I have limit orders that banks small profits on intraday spikes. Took some profits yesterday :slight_smile:


#36

Just put it on C2 already.


#37

One TOS track record on C2 is better than thousand pictures from other sources. :slight_smile:


#38

actually I am trading this sell off since a few days in my discretionary account… However in my volatility strategy I trade 100% mechanical and I never go long vola so I can not trade this move there. On the positive side, the strategy holds me in cash since the beginning of the recent sell off. So once again it preserves capital and will gain when vola reverts eventually. I know you want to bash me and my systems every time but I´m still making money and I´m still happy with my results. :stuck_out_tongue_winking_eye:


#39

Of course you are. Everyone always wins in their non-C2 accounts. :+1: