I’m a quant developer who will soon be publishing my algorithmic strategy on C2. I would like my potential subscribers to see my performance metrics, which are derived from backtesting. My backtesting generates the usual metrics that a potential trader would be interested in, such as expectancy, win rate, average ROI/trade, profit factor, t-score/SQN, etc.
However, I notice in the Trade Leader FAQ that C2 does not approve of performance numbers being posted in the “System Description”. I don’t understand this, and would appreciate some clarity. I realize that C2 is focused on forward-testing (due to survivorship bias, overfitting in backtested data, falsifying results, etc.) but performance metrics derived from backtesting are important for subscribers to see. How else could they compare systems objectively to make investment decisions, when it could take a year or so to build up a large enough equity curve with the model account to attract subscribers?
Some subscribers may want to see more detailed backtest results. I don’t have a problem producing those (I have them on hand anyway), and could of course email/broadcast those to subscribers. Is this a violation of C2 policy?
I appreciate any thoughts on this.