I am rather confused by C2 ranking, can someone clarify please ?
2 strategies;
(1) 26 days old, cumul -9.5%, DD 8.4%, ranked 231
(2) 41 days old, cumul + 18.2%, DD 7.9%, ranked 422
Both TOS.
Obviously it would be hard to manually sit down and calculate formula results every time someone posts here saying that a ranking is not obvious; and I don’t know the specific strategies you’re asking about. But it might be helpful for me to mention that a lot of factors go into strategy ranking - not just the big obvious stats like return, drawdown, and age. Other factors include: individual per-trade adverse excursions (which indicates at some level whether the strategy actually choose entries and exits efficiently, or are just holding on and hoping things turn around), and liquidity of instruments traded.
Also, rankings of strategies below, say, #100 are pretty variable and volatile, and more generally I wouldn’t spend too much time worrying about relative rankings of strategies that aren’t even 50 days old. Look again in a few months and see if the rankings seem more “obvious to human eyes.” I bet they will.
