QQQ ETF Timer & C2's HOT lists

Someone please help me with what I am missing. Both my systems seem to meet all criteria to be on respective “HOT” lists. NQ Timer is getting hits from listing, QQQ ETF Timer is not.



Here is a .jpg displaying current stats. Other stats can be gotten direct from system site.



http://www.kingdomcapital.com/images/QQQETF_Timer_stats.jpg



Here are the criteria -



HOT Stocks - all systems regardless of trading speeds.

70%+ stocks trades

DD < 60%

Sh > .3

Realism > .25 ?

Avg Adv DD < 15%

30 day > .8%

90 day > 3%

Risk 20% < 20%

Slippage keep > 50%

8 trades

60 days+ old

Order Proprietary (return, trade, aggregate dd’s & Sharpe)

NOT on list



HOT Long-Term - hold positions on average greater than two weeks.

70%+ stocks trades

DD < 60%

Sh > .3

Realism > .25

Avg Adv DD < 15%

30 day > .8%

90 day > 3%

Risk 20% < 20%

Slippage keep > 50%

8 trades

60 days+ old

Order Proprietary (return, trade, aggregate dd’s & Sharpe)

NOT on list.



Any help on what I missed here?



Thanks.



QQQ Timing Investors



Still for the life of me, can’t figure this out…



[LINKSYSTEM_55057807] (55057807)



HOT Stock Systems



(Criteria for list)



Over 70% of trades are for stocks

- Actual: 100%



Max DD < 60%

- Actual: 21.29%



Sharpe > .30

- Actual: 0.333



Realism > .25

- Actual: 0*



Avg Adverse Trade DD < 15% equity

- Actual: -4.9%**



Return over last 30 days > 0.8%

- Actual: 6.9%



Return over last 90 days > 3%

- Actual: 3.3%



Risk of 20% Account Loss < 20%

- Actual: 0.0%



Keep After Slippage > 50%

- Actual: 100%



More than 8 trades

- Actual: 15



System age 60 days or older

- Actual: 438



Order: Proprietary formula using return, trade and aggregate drawdowns, Sharpe



Actual (mostly from “The Grid”), see http://www.kingdomcapital.com/images/HOT02JAN2012.jpg



* the one criteria stat I do not understand. Both NQ Timer & QQQ ETF Timer show “0” from “The Grid”, but NQ Timer passes the HOT systems list?



** using “Drawdown as % of equity” stat I get -3.15% (average of 15 closed trades: -4.89%, -1.30%, -1.37%, -7.24%, -2.04%, -5.30%, -2.59%, -0.32%, -1.26%, -5.72%, -1.02%, -7.52%, -4.61%, -2.08%)



QQQ Timing Investors

Gilbert -



I agree it’s a mystery. The selection and ordering of the hot lists is quite arbitrary – at least, as arbitrary as computer software can be. We’ve tweaked and stretched and massaged the algorithm for system selection dozens of times – each time hoping to find the “perfect” algorithm that will select systems that “look right” and aren’t too insanely horrible.



Then, over time, the algorithm begins returning weird systems, or not enough, or whatever – and then we get asked dozens of times a month “why isn’t my system on this list or that list?” – so often that we really have to be rude to our own customers and throw up our hands and say, "No idea. Don’t ask."



There’s surely a better way. We’ll be investigating some new ideas. Maybe the answer is just a better mathematical selection criteria, but I have some other interesting ideas that we’ll try out over the next few months.



This is all a very long way of saying: I don’t really have an answer for you, but it’s not worthwhile to figure one out. The lists are on their way out, so focusing too much on whether you appear on them isn’t worth the effort.



You could always buy a Featured System slot, if you really want to increase visibility, or you could wait a little longer until we roll out a better mechanism.



So, please hang in there…



Matthew

Thanks for you input Matthew,



Right now I am using C2’s HOT list, solely, for advertising. In the near future, you will likely be getting my advertising dollars. But, as it’s said…"Timing is EVERYTHING!"



The only possible anomalies (outlined above with asterisks: * & **) that I could see may be to remove Realism from the criteria. “0” (from “The Grid”) certainly doesn’t make sense.



Best to this going forward,



- G