Yeah obviously that’s nuts. Looking into what’s going on. Bad data… somewhere. Thanks for the heads-up.
No problem! I figured it was an error of some kind. Keep up the hard work.
I’m not surprised, c2 algo seems to rank every strategy in categories, then it rank them by performance by peers and drawdown by peers. How many strategy is up 31% in month of Oct, and 41% in 1 day of Nov?
As I said in my prior post, this was bad data, and has been corrected.