New strategy "Futures Cat"

[JITF]

Continuation from the closed topic C2 newbie seeking advice

JITF, you need to compare apple with apple, you are not going to compare apple with orange.

Any strategy could have a high Shpare Ratio in short time due to luck, at the time when it starts. You need to compare strategies that are older enough and with the same time span. Of all C2 strategies older than 109 days, there are only 3 strategies whose Sharpe Ratio are above 6. That means my strategy is in the top 3 for strategies older than 109 days, with regards to risk and reward ratio.

Ok. If your goal to be in the top 3 by Sharpe ratio for 109 days and older systems, then congrats, you won that race. I thought you want more subs. The strategy I used for comparison has much more subs than yours and it is not even close to your top.

Tell me which strategy you use to compare with my strategy. You obviously made big mistake in your calculation.

I am not paid to advertise systems. If you will extend your Grid filters to check out whats is going on in the world of old living systems, you will find it for sure.

I trade a lot mini contract, which is only 1/2 standard contract.Some mini is 1/4 standard contract. So you need to convert them to standard contract.

They trade @ESU, which is min contract also as I remember.

Then you need to compare strategies in the same time span. If he holds his position for average a week and I hold my position average 12 hours, then he could be better than me in that statistic, but in this situation, his return will be significantly lower than mine.

Adjusted average monthly returns shown in the other topic are the same.

Just tell me which strategy you use to compare, I will show you what is your problem.

Thank you, but I have no problem, I just want to show you how the average subscriber thinks, what does he use to down-select the system. You offer the system to subs and you may want to consider subs thoughts, not your own.

Finally, you need to compare my strategy with average of all other futures strategies.

Why? Maybe you want me to compare your strategy with outsiders? Your’s definitely will be better.

If you pick out a best strategy and compare it with mine, then yes, it is better than mine, but that doesn’t prove your point that my strategy is high risk, because my strategy is still significantly better than average futures strategies with regards to risk and reward ratio.

About high risk - it is your words from here:
It depends on your preference.
If you like low risk low return, above mentioned ETF CAPITAL BUILDER is good.
If you prefer high risk high return, my strategy “Futures Cat” is good.

Simplicity Trading

I don’t care about them. But their trading less leveraged (5-10) then yours (15-20) most of the time except that first months.

Again, I wanted just to show you the logic behind system down-selection process of the common subscriber. You may like it or not, you may consider it totally wrong, it is your choice.