New strategy "Futures Cat"

[LiveForexSignals]

@wmwmw

Commodities have much narrower daily trading range than equities…

A commodity could also open limit up or limit down (and stay that way for 3 days or more) and wipe out your entire trading account.
Not only that but your Futures account could become negative, meaning that now you must pay your broker (unless he offers you negative balance protection).

There is no such thing as a “narrow” daily trading range in the Futures (or Forex) market. A "small " 1% move against you could translate to a 20% or even a 100% loss (of your margin money), due to leverage.

[wmwmw]

You misunderstood my point.
It was meant a comparison with equities futures day trading range.

[LiveForexSignals]

Percentage wise you are right.

For example the average daily move in the Forex market is usually less than 1%, while some high-flying stocks can routinely move 10% or more on any given day.

But if you add a 20:1 to 400:1 leverage now you have an entirely different reality, that “narrow” daily range is not that narrow anymore.

Each financial instrument (stocks, Futures contracts, currencies) offers its own risk/reward potential.

[wmwmw]

Today is the last day you can subscribe “Futures Cat” for $100.
Starting tomorrow, the price will be $200.

[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.

[wmwmw]

If you label a strategy with Sharpe Ratio of 6 as high risk strategy, you need a great deal of basic education in this field before developers can communicate with you.

Also there is no futures symbol @ESU in C2 data base.
If you can’t even show which strategy you use to compare with my strategy, I have nothing more to talk to you.

[JITF]

@wmwmw

If you label a strategy with Sharpe Ratio of 6 as high risk strategy, you need a great deal of basic education in this field before developers can communicate with you.

One of the strategies here at C2 has Sharpe of 6.17. And max DD of 51%. So yes, I can consider the strategy with Sharpe of 6 as a high risk strategy. You also described your strategy as “high risk, high return”, which confirmed my thoughts.

@wmwmw

Also there is no futures symbol @ESU in C2 data base.

My bad, should be @ES.

@wmwmw

If you can’t even show which strategy you use to compare with my strategy, I have nothing more to talk to you.

Your choice.

[JaneHudson]

\I don’t even like mogges but no idea what im doing lol