Matthew,
I’ve played a little bit with personalized monthly returns in my system (Tango) and results that I have is very strange. I would appreciate if you clarify a little bit how performance in my example was calculated by C2.
I took nearest unprofitable month in my system - 03/2009
Default Hypothetical Monthly Results
03/2009 result is (2.7%)
Adjusted Monthly Returns (based on personalization)
Start trading a system with amount 50,000
Show commission costs? yes
Stocks only
Up to this quantity 1000 - 0.005 per share
03/2009 personalized result is (9.5)
Amount of stocks that was traded in the months ~22K for 200K trading capital. I would assume that 4 times less for 50K (smile) in personalized monthly returns.
So commissions for 03/2009 month is ~$220
Well… difference between hypothetical and personalized result is 6.8% or ~$13K (!) in commissions for 200K capital accordingly my personalization.
I would say there is huge difference between $220 bucks and $13000 paid in commissions.
At the moment my assumption is that personalized results aren’t trustable stats in new C2.
Thank you,
Eu
Default: Jan Feb
2010 (11%) +7.7%
Personalized: Jan Feb
Show commission costs? yes
Per share: 0.005
2010 (0.6%) (4.1%)
Personalized monthly returns still shows random numbers.
Eu
