WOW! Here’s another big one. It is rated the 3d best strategy on the Grid according to C2 score:
While the max DD is only 45%, the annualized return is now minus 85.2%. So it’s not bust, but one of the most profitable strategies on the board is now substantially unprofitable.
[UPDATE: I think that C2 may be listing some incorrect numbers on this strategy and others.]
Anther highly rated strategy that is not nearly bust, but now has negative overall annualized returns (w costs) is
Tempus Fugit (-47.8% annualized return, minus 64.8% this month)