I want:
(how many strategies ?)
chart of the total added (hypothetical) performance of all strategies
of the -say- 10 best strategies(last 3 months or such)
of the 10 worst strategies
is it available, may it be published ?
some snippets that I found with google:
April 21, 2010
now Collective2 has nearly 5000 to choose trading strategies that can be selected according to the instrument,
October,30,2010:
Collective2 tracks more than 8000 different systems for stocks, forex, …
Collective2 Ratings are recalculated daily based on the entire performance history in our database. The exact formula we use is proprietary,
OK, I found “the grid” with an icon to click on the left here.
It apparantly contains 892 selected strategies out of the >8000(?).
It has several columns for each strategy, most of which are only
apparent with download and don’t show in the browser.
It has one column for (performance in the ?) "last 30 days"
and one for …“last 60 days”.
It seems to be performance in %, but there are numbers
lower than -100.
Anyway.I got the average of these 892 in the last 60 days as
-1.34
and the average in the last 30 days as
+1.10
maybe I can check in 30 days how the performance is then,
depending on the -however defined- ranking today
sorted by the difference of performance
in the last 60 days - performance in the last 30 days
(the then supposed performance in the last 30 days,
considered 30 day ago)
in groups of 99, last one ignored,
60days 30days diff
--------------------
82.00 - 9.37 91.38
7.63 - 0.12 7.76
4.97 1.65 3.31
1.68 0.61 1.06
- 0.37 - 0.38 0.01
- 0.21 0.33 - 0.54
- 4.13 - 1.59 - 2.54
- 6.56 0.34 - 6.91
-51.01 17.88 -68.90
ignoring the oddities in the first and last group ,
the best 30day-performance was in the 3rd group
with +1.65(%?) and the worst in the 7th group with -1.59(%?)
suggesting to always choose a strategy which performed
between +2% and +5% in the last 30 days
can I make a meta-strategy from it and get it watched
automatically as a new strategy ?
average performance in January was +0.5%
the 100 (out of 892) with the best C2-score made +3.3%
the 300 best performers in the then last 30 days
made +2.0%
if you think you have a good method to cherry-pick,
then post your list ! (at least 20 out of 897)
~20% of systems from Dec.28 are no longer listed.
I assume those did perform worse than average (?)
Hi Guenter,
I wonder why The Grid only shows so few systems out of the total on C2. Systems probably get de-listed when they cease to be active, but what determines an inactive system? Also, it would be good to be able to look at past systems for analysis purposes.
I think using the 30 day and 60 day returns is far too short-sighted. Out of the 8000+ systems that have been on C2 there are only a handful that have made it over a coulpe of years. Many more still looked good after 60 days before they crashed.
Some systems do not show up because they are too young or they trade extremely infrequently, but they are rare. Most of the systems not shown in The Grid have been discontiued. I’m sure some did not fail but were discontinued for other reasons, but probably most of them failed. If we could see all systems then we would be able to do an analysis about this for instance.
Nice post Dean. I’m guessing a system becomes inactive when the developer doesn’t renew the subscription.
good meta-strategy on 28.Dec:
buy the worst 10 60s-performers ,
except those that lost more than 100%
buy the worst 60d-performers
at Dec.28 gave perormance…
----------------------------
-93.4 454435 Good Kachi
----- 478611 LightmanFX
0.0 495110 SupahDupah
0.0 497987 Speculationtrader
-69.7 498033 Pattern Trader
----- 498424 LC TrendMaster
----- 498487 HonestAdviser
----- 498549 Aspire1
+ 3.3 498947 forexclub10
0.0 498974 Diversified
-48.4 499050 KIKI GL1
----- 499150 Extreme Of Excitement
0.0 499169 Momentum and Value
- 0.1 499191 TT Futures
-65.9 499265 Overnight ES
-38.0 499302 Fortuna3
+16.5 499325 NMiMaE
----- 499327 levelfx
+40.1 499340 The Oil Trader
102.6 499383 Mtupienga
----- 499389 Kathryn’s choice
+65.6 499394 Institutional Broker - Forex
- 0.3 499398 EURO test system
119.7 499398 TraderxPro
----- 499414 LUIGI FX
+54.1 499422 System Fx2
0.0 499427 Gladiator
- 1.5 499439 vladg2
-17.2 499474 VE
----- 499481 SAT SIM DAX
+56.5 499512 Everlast
0.0 499517 Art_of_Forex
0.0 499519 ESTiming
-15.4 499530 ES0402
0.0 499532 DAX Trader
0.0 499533 OPTION POWER
----- 499535 Early ES Trading
0.0 499550 Futures Action
0.0 499552 TEST4444
-59.3 499580 FX-FX
- 0.2 499583 Daily index future setup for wealth
----- 499587 Forex Wizard
0.0 499588 RSI 15
0.0 499597 Trading the trend
- 5.0 499599 ETF Married Puts
+74.9 499599 fxtrend2
----- 499599 LetterFromHome
0.0 499602 L2VA
----- 499620 Kibin
- 0.1 499626 Forex Tailor
in Dec.28:
----------- -67.5% --------------
+16.5 499325 NMiMaE
+40.1 499340 The Oil Trader
+102.6 499383 Mtupienga
+65.6 499394 Institutional Broker - Forex
- 0.3 499398 EURO test system
+119.7 499398 TraderxPro
+54.1 499422 System Fx2
- 1.5 499439 vladg2
-17.2 499474 VE
+56.5 499512 Everlast
------------ -48.8% ----------------
same meta-strategy now :
buy/follow
QLD Daytrade
ETF Married Puts
ESTiming
Daily index future setup for wealth
La Belle Euro
until Feb.30
