I would like to see C2 come up with a simple program that would show you monthly past results based on a portfolio of strategies selected. You must be able to easily add/remove these strategies. Max drawdown for the month would be a bonus, but not really necessary.
I.E. Trading Volatility was down 16% in May. If I had the same amount invested in VIXTrader Pro, my losses for THAT month would have only been 2% due to VTP being up 12% in May.
I realize this is a total “hindsight” process, but I feel it would give me a better chance of diversifying my portfolio as these strategy creators all have their own rules/algos/trade signals that they use, they should have ( somewhat ) the same results in the future when similar market conditions arise.
I can do it manually right now, but it would be easier if there was a program ( spreadsheet? ) that I could just load them into.
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