The opinions expressed in these forums do not represent those of C2, and any discussion of profit/loss
is not indicative of future performance or success.
There is a substantial risk of loss in trading. You should therefore carefully consider
whether such trading is suitable for you in light of your financial condition. You should read,
understand, and consider the Risk Disclosure Statement that is provided by your broker
before you consider trading. Most people who trade lose money.
What’s the Difference Between My Newsletter Trades and My C2 System SK Trader?
I’ve had a few people ask about the difference between the trades I post daily on SK Trading and the trades I run on SK Trader here on Collective2, so here’s a quick rundown:
On my newsletter, I make one new trade each weekday, and each trade is held for exactly one week. Because of the way my system’s parameters work, these trades often vary from day to day—so over the course of the week, you’ll see a rotating lineup of different positions based on the strongest setups I see.
On C2, I’ve opted for a once-a-week trade structure instead. Why? Because it’s been running smoothly, and sometimes, simpler is better. I’ve considered mirroring the daily rotation from the newsletter here too, but for now, I’m sticking with the once-a-week approach—it’s clean, consistent, and so far, it’s working.
That said, if you want more frequent trading ideas and daily action, you can always follow along on Substack:
I was recently asked a sharp question about where I see this system heading. I’m no seer, but I can share what I’ve observed firsthand and through rigorous backtests.
The key to our recent and sustained growth lies in the 50 SMA—not applied to the stocks themselves, mind you. My approach is a calculated blend of factors, but it starts with respecting the market’s tide. Defying it is a fool’s errand. Can you still profit against the grain? Perhaps. But if I stick to my selections without adapting, the results will dim. There will always be standout winners, yet a hedging strategy, in theory, keeps the profits steady.
That’s my view, plain and simple, with no room for chasing wild geese.
For context, my prior approach (Apr 1, 2024–Apr 15, 2025) was more selective/discretionary. Over that span it produced a 38% compound annual growth rate (CAGR) but also a 27% maximum drawdown, resulting in a choppier equity curve.
On Apr 15, 2025 I switched to a fully data-driven, weekly process: every Tuesday-to-Tuesday I trade the top five statistically strongest choices based on a ≥7-year lookback. Performance is recorded in monthly aggregates, but the underlying execution is weekly. From Apr 15, 2025 to Sep 10, 2025 (148 days ≈ 0.4055 years), the compounded results totaled +94.53% (multiplier 1.9453), which annualizes to ≈416.06% CAGR. The largest peak-to-trough decline over this period was 9.50% (July off the June peak). In short, the weekly, rules-based approach has delivered much higher returns with materially lower drawdowns than the prior discretionary method.
The recent results are looking good. However, it looks like there is a 15% drop today. Is that just a C2 issue, or did one or more of your stocks get hit hard?
Hey Gary — quick heads-up on what happened and why this one blew up on us.
I run a weekly, data-driven screen that picks names with a historically high odds of outperformance over the next week (7–10 years of history behind it). The catch is gap risk. This morning the stock opened down so much that my usual 10% exit was irrelevant — it gapped straight through it pre-market. That’s the risk with single-asset biotechs; sometimes there’s just no tradable bounce before the damage is done.
As for the news in plain English: aTyr’s pivotal (Phase 3) trial of its lead drug, efzofitimod, for pulmonary sarcoidosisfailed its main goal. In other words, the drug didn’t beat placebo strongly enough on the primary endpoint, which makes near-term approval unlikely without more work. Yahoo Finance+1 On the announcement Monday (Sept 15, 2025), shares crashed ~80% — roughly from about $6 to near $1 — and have hovered around that level since. MarketWatch+1 There were some brighter secondary signals at the higher dose (more patients came fully off steroids and reported better lung symptoms), but regulators won’t ignore a failed primary endpoint. Stock Titan The immediate fallout was predictable: analyst walk-backs and a flurry of shareholder-rights law-firm investigations, underscoring how severe a late-stage miss is for a one-program biotech. Fierce Biotech+2PR Newswire+2
Bottom line: this wasn’t a “normal” drawdown we could manage with a stop — it was a binary event gap. Part of the game with this particular weekly strategy, and we size positions expecting the occasional land mine like this.
I need to add one thing. I’ve had trades blast past my 10% drawdown. That’s trading—risk is real, friends. What matters is an edge that can take a hit and keep driving higher. Receipts: 7/22/25 CBNK, 8/30/24 LESL, 8/7/24 LUMN. And yes, ATYR was a whopper. But over time we move up and to the right. Why? Because I have an edge—and I trust the edge.
A few people have asked about the recent jump in returns, so I figured I’d explain here. I’ve started using a more technical approach to fine-tune my entries. In the past, I relied mostly on fundamentals and seasonality. I still lean heavily on fundamentals, but layering in technicals has made a big difference in timing and overall performance.
