Theoretically, the best strategy in the world :)

The members here have written important things in recent days, in particular ETFCapital, which noted that the strategy is not suitable for C2 and indeed not everything that fits into a trading account is suitable here as well.

I decided to make some changes that would affect the DD risk and the adjustment to C2.

The changes are these:

  1. The long-term strategy will continue but trades only 50% of the available funds.
    As before, whenever the volatility declines we will expected to be in Short and when it is raised we are expected to be in Long.

  2. The rest of the funds will work on a shorter trading strategy whose theoretical results are even better and its conceptual basis is the long term strategy. The strategy will trade only when the market is in optimism and the long term strategy is in SHORT volatility.
    This strategy holds the trade for several days only, averaging about 4 days.

This will balance the volatility of the account, reduce the risk of black swans and also reduce the overall DD.
What about the performance? Well, they should be higher… :slight_smile:

In fact, the effectiveness remarks of the members helped me improve the strategy and now the idea looks much better so in appreciation to the great community here I lower the price of the strategy to $ 0 until we see at least profit of 50% so anyone who wants to follow the strategy is invited to participate in this exciting journey :slight_smile:

It is important to note that there is no connection between this strategy and my other strategies in C2 and the others work in completely different ways.

As is the best tradition I started in the previous post, I’ve been attaching the performance graph and all trades since 2009 to the present for the short term strategy.
The performance graph and all trades for the long term strategy are in the first post above.

By the way, I made the same change to my children’s trading accounts too :slight_smile:
Thank you all for your help!

The performance looks too good to be true :slight_smile: but the idea behind it is very interesting and if we will achieve only 5% or 10 % of the theoretical performance, it will be great!

TradeStation Trades List
# Type % Profit
1 Sell Short 0.81% $10,000 $81
Buy to Cover $10,081 $0
2 Sell Short -2.43% $10,081 -$245
Buy to Cover $9,836 $0
3 Sell Short -1.76% $9,836 -$173
Buy to Cover $9,663 $0
4 Sell Short 5.00% $9,663 $483
Buy to Cover $10,146 $0
5 Sell Short 4.98% $10,146 $505
Buy to Cover $10,651 $0
6 Sell Short 3.08% $10,651 $328
Buy to Cover $10,979 $0
7 Sell Short 5.09% $10,979 $559
Buy to Cover $11,538 $0
8 Sell Short 9.23% $11,538 $1,065
Buy to Cover $12,603 $0
9 Sell Short 9.02% $12,603 $1,137
Buy to Cover $13,740 $0
10 Sell Short 2.28% $13,740 $313
Buy to Cover $14,053 $0
11 Sell Short 7.56% $14,053 $1,062
Buy to Cover $15,116 $0
12 Sell Short 7.94% $15,116 $1,200
Buy to Cover $16,316 $0
13 Sell Short 4.62% $16,316 $754
Buy to Cover $17,070 $0
14 Sell Short 0.92% $17,070 $157
Buy to Cover $17,227 $0
15 Sell Short 0.46% $17,227 $79
Buy to Cover $17,306 $0
16 Sell Short 0.00% $17,306 $0
Buy to Cover $17,306 $0
17 Sell Short 4.76% $17,306 $824
Buy to Cover $18,130 $0
18 Sell Short 4.93% $18,130 $894
Buy to Cover $19,024 $0
19 Sell Short 0.37% $19,024 $70
Buy to Cover $19,094 $0
20 Sell Short -10.67% $19,094 -$2,037
Buy to Cover $17,057 $0
21 Sell Short 5.40% $17,057 $921
Buy to Cover $17,978 $0
22 Sell Short 11.77% $17,978 $2,116
Buy to Cover $20,094 $0
23 Sell Short 11.72% $20,094 $2,355
Buy to Cover $22,449 $0
24 Sell Short 5.18% $22,449 $1,163
Buy to Cover $23,611 $0
25 Sell Short 1.47% $23,611 $347
Buy to Cover $23,959 $0
26 Sell Short -7.25% $23,959 -$1,737
Buy to Cover $22,222 $0
27 Sell Short 0.32% $22,222 $71
Buy to Cover $22,293 $0
28 Sell Short 8.13% $22,293 $1,812
Buy to Cover $24,105 $0
29 Sell Short 10.85% $24,105 $2,615
Buy to Cover $26,720 $0
30 Sell Short 0.04% $26,720 $11
Buy to Cover $26,731 $0
31 Sell Short 7.76% $26,731 $2,074
Buy to Cover $28,806 $0
32 Sell Short 12.90% $28,806 $3,716
Buy to Cover $32,521 $0
33 Sell Short -10.29% $32,521 -$3,346
Buy to Cover $29,175 $0
34 Sell Short 15.29% $29,175 $4,461
Buy to Cover $33,636 $0
35 Sell Short 4.87% $33,636 $1,638
Buy to Cover $35,274 $0
36 Sell Short 13.95% $35,274 $4,921
Buy to Cover $40,195 $0
37 Sell Short 0.64% $40,195 $257
Buy to Cover $40,452 $0
38 Sell Short -4.35% $40,452 -$1,760
Buy to Cover $38,692 $0
39 Sell Short 5.36% $38,692 $2,074
Buy to Cover $40,766 $0
40 Sell Short 1.12% $40,766 $457
Buy to Cover $41,223 $0
41 Sell Short 3.18% $41,223 $1,311
Buy to Cover $42,534 $0
42 Sell Short 1.75% $42,534 $744
Buy to Cover $43,278 $0
43 Sell Short 0.46% $43,278 $199
Buy to Cover $43,477 $0
44 Sell Short -1.82% $43,477 -$791
Buy to Cover $42,686 $0
45 Sell Short 17.55% $42,686 $7,491
Buy to Cover $50,177 $0
46 Sell Short 13.03% $50,177 $6,538
Buy to Cover $56,715 $0
47 Sell Short 11.45% $56,715 $6,494
Buy to Cover $63,209 $0
48 Sell Short -7.32% $63,209 -$4,627
Buy to Cover $58,582 $0
49 Sell Short 5.58% $58,582 $3,269
Buy to Cover $61,851 $0
50 Sell Short 2.03% $61,851 $1,256
Buy to Cover $63,107 $0
51 Sell Short 5.41% $63,107 $3,414
Buy to Cover $66,521 $0
52 Sell Short 7.65% $66,521 $5,089
Buy to Cover $71,609 $0
53 Sell Short 3.77% $71,609 $2,700
Buy to Cover $74,309 $0
54 Sell Short 0.85% $74,309 $632
Buy to Cover $74,941 $0
55 Sell Short -1.20% $74,941 -$899
Buy to Cover $74,041 $0
56 Sell Short 4.39% $74,041 $3,250
Buy to Cover $77,292 $0
57 Sell Short -0.84% $77,292 -$649
Buy to Cover $76,643 $0
58 Sell Short 11.10% $76,643 $8,507
Buy to Cover $85,150 $0
59 Sell Short -2.10% $85,150 -$1,788
Buy to Cover $83,362 $0
60 Sell Short 4.04% $83,362 $3,368
Buy to Cover $86,730 $0
61 Sell Short 0.95% $86,730 $824
Buy to Cover $87,554 $0
62 Sell Short 10.69% $87,554 $9,359
Buy to Cover $96,913 $0
63 Sell Short -1.65% $96,913 -$1,599
Buy to Cover $95,314 $0
64 Sell Short -1.12% $95,314 -$1,068
Buy to Cover $94,246 $0
65 Sell Short 1.88% $94,246 $1,772
Buy to Cover $96,018 $0
66 Sell Short 5.50% $96,018 $5,281
Buy to Cover $101,299 $0
67 Sell Short -0.22% $101,299 -$223
Buy to Cover $101,076 $0
68 Sell Short -1.67% $101,076 -$1,688
Buy to Cover $99,388 $0
69 Sell Short 7.85% $99,388 $7,802
Buy to Cover $107,190 $0
70 Sell Short 11.57% $107,190 $12,402
Buy to Cover $119,592 $0
71 Sell Short 4.66% $119,592 $5,573
Buy to Cover $125,165 $0
72 Sell Short -4.28% $125,165 -$5,357
Buy to Cover $119,808 $0
73 Sell Short 4.87% $119,808 $5,835
Buy to Cover $125,643 $0
74 Sell Short -4.27% $125,643 -$5,365
Buy to Cover $120,278 $0
75 Sell Short -1.22% $120,278 -$1,467
Buy to Cover $118,811 $0
76 Sell Short -2.44% $118,811 -$2,899
Buy to Cover $115,912 $0
77 Sell Short 13.39% $115,912 $15,521
Buy to Cover $131,432 $0
78 Sell Short 22.76% $131,432 $29,914
Buy to Cover $161,346 $0
79 Sell Short 8.21% $161,346 $13,247
Buy to Cover $174,593 $0
80 Sell Short -3.91% $174,593 -$6,827
Buy to Cover $167,766 $0
81 Sell Short 2.59% $167,766 $4,345
Buy to Cover $172,111 $0
82 Sell Short 2.59% $172,111 $4,458
Buy to Cover $176,569 $0
83 Sell Short 5.50% $176,569 $9,711
Buy to Cover $186,280 $0
84 Sell Short 9.25% $186,280 $17,231
Buy to Cover $203,511 $0
85 Sell Short -5.58% $203,511 -$11,356
Buy to Cover $192,155 $0
86 Sell Short 4.74% $192,155 $9,108
Buy to Cover $201,263 $0
87 Sell Short 24.04% $201,263 $48,384
Buy to Cover $249,647 $0
88 Sell Short 9.04% $249,647 $22,568
Buy to Cover $272,215 $0
89 Sell Short -0.97% $272,215 -$2,640
Buy to Cover $269,575 $0
90 Sell Short -3.81% $269,575 -$10,271
Buy to Cover $259,304 $0
91 Sell Short -2.31% $259,304 -$5,990
Buy to Cover $253,314 $0
92 Sell Short -6.10% $253,314 -$15,452
Buy to Cover $237,862 $0
93 Sell Short 25.35% $237,862 $60,298
Buy to Cover $298,160 $0
94 Sell Short 16.68% $298,160 $49,733
Buy to Cover $347,893 $0
95 Sell Short -2.27% $347,893 -$7,897
Buy to Cover $339,996 $0
96 Sell Short 9.55% $339,996 $32,470
Buy to Cover $372,465 $0
97 Sell Short 11.74% $372,465 $43,727
Buy to Cover $416,193 $0
98 Sell Short 2.73% $416,193 $11,362
Buy to Cover $427,555 $0
99 Sell Short 0.09% $427,555 $385
Buy to Cover $427,940 $0
100 Sell Short 1.19% $427,940 $5,092
Buy to Cover $433,032 $0
101 Sell Short 25.00% $433,032 $108,258
Buy to Cover $541,290 $0
102 Sell Short 1.83% $541,290 $9,906
Buy to Cover $551,196 $0
103 Sell Short -0.38% $551,196 -$2,095
Buy to Cover $549,101 $0
104 Sell Short -5.14% $549,101 -$28,224
Buy to Cover $520,877 $0
105 Sell Short -0.57% $520,877 -$2,969
Buy to Cover $517,908 $0
106 Sell Short 2.86% $517,908 $14,812
Buy to Cover $532,721 $0
107 Sell Short -5.64% $532,721 -$30,045
Buy to Cover $502,675 $0
108 Sell Short -1.50% $502,675 -$7,540
Buy to Cover $495,135 $0
109 Sell Short -0.74% $495,135 -$3,664
Buy to Cover $491,471 $0
110 Sell Short 3.23% $491,471 $15,875
Buy to Cover $507,345 $0
111 Sell Short 6.05% $507,345 $30,694
Buy to Cover $538,040 $0
112 Sell Short 0.95% $538,040 $5,111
Buy to Cover $543,151 $0
113 Sell Short 5.19% $543,151 $28,190
Buy to Cover $571,341 $0
114 Sell Short 3.41% $571,341 $19,483
Buy to Cover $590,824 $0
115 Sell Short 5.84% $590,824 $34,504
Buy to Cover $625,328 $0
116 Sell Short 5.44% $625,328 $34,018
Buy to Cover $659,345 $0
117 Sell Short -1.47% $659,345 -$9,692
Buy to Cover $649,653 $0
118 Sell Short 9.54% $649,653 $61,977
Buy to Cover $711,630 $0
119 Sell Short -5.16% $711,630 -$36,720
Buy to Cover $674,910 $0
120 Sell Short 3.16% $674,910 $21,327
Buy to Cover $696,237 $0
121 Sell Short 1.18% $696,237 $8,216
Buy to Cover $704,453 $0
122 Sell Short 0.71% $704,453 $5,002
Buy to Cover $709,454 $0
123 Sell Short 0.48% $709,454 $3,405
Buy to Cover $712,860 $0
124 Sell Short 0.24% $712,860 $1,711
Buy to Cover $714,570 $0
125 Sell Short -7.66% $714,570 -$54,736
Buy to Cover $659,834 $0
126 Sell Short 13.05% $659,834 $86,108
Buy to Cover $745,943 $0
127 Sell Short -3.17% $745,943 -$23,646
Buy to Cover $722,296 $0
128 Sell Short 1.90% $722,296 $13,724
Buy to Cover $736,020 $0
129 Sell Short 0.25% $736,020 $1,840
Buy to Cover $737,860 $0
130 Sell Short 7.15% $737,860 $52,757
Buy to Cover $790,617 $0
131 Sell Short -2.29% $790,617 -$18,105
Buy to Cover $772,512 $0
132 Sell Short -7.20% $772,512 -$55,621
Buy to Cover $716,891 $0
133 Sell Short 3.08% $716,891 $22,080
Buy to Cover $738,971 $0
134 Sell Short 3.30% $738,971 $24,386
Buy to Cover $763,357 $0
135 Sell Short -1.66% $763,357 -$12,672
Buy to Cover $750,686 $0
136 Sell Short -2.08% $750,686 -$15,614
Buy to Cover $735,071 $0
137 Sell Short 7.90% $735,071 $58,071
Buy to Cover $793,142 $0
138 Sell Short -1.17% $793,142 -$9,280
Buy to Cover $783,862 $0
139 Sell Short 3.15% $783,862 $24,692
Buy to Cover $808,554 $0
140 Sell Short 2.77% $808,554 $22,397
Buy to Cover $830,951 $0
141 Sell Short 3.26% $830,951 $27,089
Buy to Cover $858,040 $0
142 Sell Short 5.46% $858,040 $46,849
Buy to Cover $904,889 $0
143 Sell Short 5.58% $904,889 $50,493
Buy to Cover $955,382 $0
144 Sell Short 2.99% $955,382 $28,566
Buy to Cover $983,947 $0
145 Sell Short 3.34% $983,947 $32,864
Buy to Cover $1,016,811 $0
146 Sell Short 1.49% $1,016,811 $15,150
Buy to Cover $1,031,962 $0
147 Sell Short -2.04% $1,031,962 -$21,052
Buy to Cover $1,010,910 $0
148 Sell Short -1.85% $1,010,910 -$18,702
Buy to Cover $992,208 $0
149 Sell Short 0.22% $992,208 $2,183
Buy to Cover $994,391 $0
150 Sell Short 0.90% $994,391 $8,950
Buy to Cover $1,003,340 $0
151 Sell Short 3.74% $1,003,340 $37,525
Buy to Cover $1,040,865 $0
152 Sell Short 7.37% $1,040,865 $76,712
Buy to Cover $1,117,577 $0
153 Sell Short 2.13% $1,117,577 $23,804
Buy to Cover $1,141,381 $0
154 Sell Short 1.12% $1,141,381 $12,783
Buy to Cover $1,154,165 $0
155 Sell Short 7.80% $1,154,165 $90,025
Buy to Cover $1,244,190 $0
156 Sell Short 3.62% $1,244,190 $45,040
Buy to Cover $1,289,229 $0
157 Sell Short 5.55% $1,289,229 $71,552
Buy to Cover $1,360,782 $0
158 Sell Short -1.64% $1,360,782 -$22,317
Buy to Cover $1,338,465 $0
159 Sell Short 2.86% $1,338,465 $38,280
Buy to Cover $1,376,745 $0
160 Sell Short 18.05% $1,376,745 $248,502
Buy to Cover $1,625,247 $0
161 Sell Short 0.44% $1,625,247 $7,151
Buy to Cover $1,632,398 $0
162 Sell Short 0.92% $1,632,398 $15,018
Buy to Cover $1,647,417 $0
163 Sell Short 1.58% $1,647,417 $26,029
Buy to Cover $1,673,446 $0
164 Sell Short -4.44% $1,673,446 -$74,301
Buy to Cover $1,599,145 $0
165 Sell Short 8.32% $1,599,145 $133,049
Buy to Cover $1,732,194 $0
166 Sell Short -6.33% $1,732,194 -$109,648
Buy to Cover $1,622,546 $0
167 Sell Short 5.60% $1,622,546 $90,863
Buy to Cover $1,713,408 $0
168 Sell Short 6.05% $1,713,408 $103,661
Buy to Cover $1,817,069 $0
169 Sell Short 0.97% $1,817,069 $17,626
Buy to Cover $1,834,695 $0
170 Sell Short 4.08% $1,834,695 $74,856
Buy to Cover $1,909,551 $0
171 Sell Short 11.09% $1,909,551 $211,769
Buy to Cover $2,121,320 $0
172 Sell Short -0.98% $2,121,320 -$20,789
Buy to Cover $2,100,531 $0
173 Sell Short 6.48% $2,100,531 $136,114
Buy to Cover $2,236,645 $0
174 Sell Short 0.09% $2,236,645 $2,013
Buy to Cover $2,238,658 $0
175 Sell Short 5.04% $2,238,658 $112,828
Buy to Cover $2,351,487 $0
176 Sell Short 1.42% $2,351,487 $33,391
Buy to Cover $2,384,878 $0
177 Sell Short -3.16% $2,384,878 -$75,362
Buy to Cover $2,309,516 $0
178 Sell Short 11.34% $2,309,516 $261,899
Buy to Cover $2,571,415 $0
179 Sell Short 5.86% $2,571,415 $150,685
Buy to Cover $2,722,100 $0
180 Sell Short -1.61% $2,722,100 -$43,826
Buy to Cover $2,678,274 $0
181 Sell Short 7.50% $2,678,274 $200,871
Buy to Cover $2,879,144 $0
182 Sell Short -1.50% $2,879,144 -$43,187
Buy to Cover $2,835,957 $0
183 Sell Short -2.26% $2,835,957 -$64,093
Buy to Cover $2,771,864 $0
184 Sell Short 5.25% $2,771,864 $145,523
Buy to Cover $2,917,387 $0
185 Sell Short -3.73% $2,917,387 -$108,819
Buy to Cover $2,808,569 $0
186 Sell Short -3.72% $2,808,569 -$104,479
Buy to Cover $2,704,090 $0
187 Sell Short 14.14% $2,704,090 $382,358
Buy to Cover $3,086,448 $0
188 Sell Short 14.27% $3,086,448 $440,436
Buy to Cover $3,526,885 $0
189 Sell Short 3.77% $3,526,885 $132,964
Buy to Cover $3,659,848 $0
190 Sell Short 1.56% $3,659,848 $57,094
Buy to Cover $3,716,942 $0
191 Sell Short 1.93% $3,716,942 $71,737
Buy to Cover $3,788,679 $0
192 Sell Short 1.41% $3,788,679 $53,420
Buy to Cover $3,842,099 $0
193 Sell Short -2.67% $3,842,099 -$102,584
Buy to Cover $3,739,515 $0
194 Sell Short -6.45% $3,739,515 -$241,199
Buy to Cover $3,498,316 $0
195 Sell Short 8.23% $3,498,316 $287,911
Buy to Cover $3,786,228 $0
196 Sell Short 0.82% $3,786,228 $31,047
Buy to Cover $3,817,275 $0
197 Sell Short -3.97% $3,817,275 -$151,546
Buy to Cover $3,665,729 $0
198 Sell Short 4.63% $3,665,729 $169,723
Buy to Cover $3,835,452 $0
199 Sell Short 5.34% $3,835,452 $204,813
Buy to Cover $4,040,265 $0
200 Sell Short 1.72% $4,040,265 $69,493
Buy to Cover $4,109,758 $0
201 Sell Short 7.27% $4,109,758 $298,779
Buy to Cover $4,408,537 $0
202 Sell Short 2.21% $4,408,537 $97,429
Buy to Cover $4,505,966 $0
203 Sell Short -3.68% $4,505,966 -$165,820
Buy to Cover $4,340,147 $0
204 Sell Short -1.26% $4,340,147 -$54,686
Buy to Cover $4,285,461 $0
205 Sell Short 8.77% $4,285,461 $375,835
Buy to Cover $4,661,296 $0
206 Sell Short -2.88% $4,661,296 -$134,245
Buy to Cover $4,527,050 $0
207 Sell Short 11.92% $4,527,050 $539,624
Buy to Cover $5,066,675 $0
208 Sell Short -2.26% $5,066,675 -$114,507
Buy to Cover $4,952,168 $0
209 Sell Short 6.71% $4,952,168 $332,290
Buy to Cover $5,284,458 $0
210 Sell Short 20.24% $5,284,458 $1,069,574
Buy to Cover $6,354,033 $0
211 Sell Short 3.40% $6,354,033 $216,037
Buy to Cover $6,570,070 $0
212 Sell Short 8.84% $6,570,070 $580,794
Buy to Cover $7,150,864 $0
213 Sell Short -1.80% $7,150,864 -$128,716
Buy to Cover $7,022,148 $0
214 Sell Short 2.72% $7,022,148 $191,002
Buy to Cover $7,213,151 $0
215 Sell Short 7.01% $7,213,151 $505,642
Buy to Cover $7,718,793 $0
216 Sell Short 4.52% $7,718,793 $348,889
Buy to Cover $8,067,682 $0
217 Sell Short 5.75% $8,067,682 $463,892
Buy to Cover $8,531,574 $0
218 Sell Short 0.98% $8,531,574 $83,609
Buy to Cover $8,615,183 $0
219 Sell Short 12.28% $8,615,183 $1,057,944
Buy to Cover $9,673,128 $0
220 Sell Short 11.99% $9,673,128 $1,159,808
Buy to Cover $10,832,936 $0
221 Sell Short -4.20% $10,832,936 -$454,983
Buy to Cover $10,377,952 $0
222 Sell Short 9.08% $10,377,952 $942,318
Buy to Cover $11,320,271 $0
223 Sell Short -0.86% $11,320,271 -$97,354
Buy to Cover $11,222,916 $0
224 Sell Short 7.13% $11,222,916 $800,194
Buy to Cover $12,023,110 $0
225 Sell Short -1.90% $12,023,110 -$228,439
Buy to Cover $11,794,671 $0
226 Sell Short 10.25% $11,794,671 $1,208,954
Buy to Cover $13,003,625 $0
227 Sell Short -0.57% $13,003,625 -$74,121
Buy to Cover $12,929,504 $0
228 Sell Short -0.73% $12,929,504 -$94,385
Buy to Cover $12,835,119 $0
229 Sell Short -1.45% $12,835,119 -$186,109
Buy to Cover $12,649,010 $0
230 Sell Short 8.27% $12,649,010 $1,046,073
Buy to Cover $13,695,083 $0
231 Sell Short 2.35% $13,695,083 $321,834
Buy to Cover $14,016,917 $0
232 Sell Short 0.20% $14,016,917 $28,034
Buy to Cover $14,044,951 $0
233 Sell Short -1.46% $14,044,951 -$205,056
Buy to Cover $13,839,895 $0
234 Sell Short 1.40% $13,839,895 $193,759
Buy to Cover $14,033,653 $0
235 Sell Short 3.71% $14,033,653 $520,649
Buy to Cover $14,554,302 $0
236 Sell Short -2.64% $14,554,302 -$384,234
Buy to Cover $14,170,068 $0
237 Sell Short 7.85% $14,170,068 $1,112,350
Buy to Cover $15,282,418 $0
238 Sell Short -3.39% $15,282,418 -$518,074
Buy to Cover $14,764,344 $0
239 Sell Short -0.36% $14,764,344 -$53,152
Buy to Cover $14,711,193 $0
240 Sell Short 11.84% $14,711,193 $1,741,805
Buy to Cover $16,452,998 $0
241 Sell Short 2.07% $16,452,998 $340,577
Buy to Cover $16,793,575 $0
242 Sell Short -7.54% $16,793,575 -$1,266,236
Buy to Cover $15,527,340 $0
243 Sell Short 0.07% $15,527,340 $10,869
Buy to Cover $15,538,209 $0
244 Sell Short -1.90% $15,538,209 -$295,226
Buy to Cover $15,242,983 $0
245 Sell Short -5.42% $15,242,983 -$826,170
Buy to Cover $14,416,813 $0
246 Sell Short 2.81% $14,416,813 $405,112
Buy to Cover $14,821,926 $0
247 Sell Short 10.34% $14,821,926 $1,532,587
Buy to Cover $16,354,513 $0
248 Sell Short 1.21% $16,354,513 $197,890
Buy to Cover $16,552,402 $0
249 Sell Short 1.28% $16,552,402 $211,871
Buy to Cover $16,764,273 $0
250 Sell Short 6.13% $16,764,273 $1,027,650
Buy to Cover $17,791,923 $0
251 Sell Short 6.35% $17,791,923 $1,129,787
Buy to Cover $18,921,710 $0
252 Sell Short 0.22% $18,921,710 $41,628
Buy to Cover $18,963,338 $0
253 Sell Short 3.88% $18,963,338 $735,778
Buy to Cover $19,699,115 $0
254 Sell Short 6.33% $19,699,115 $1,246,954
Buy to Cover $20,946,069 $0
255 Sell Short -0.35% $20,946,069 -$73,311
Buy to Cover $20,872,758 $0
256 Sell Short -5.88% $20,872,758 -$1,227,318
Buy to Cover $19,645,440 $0
257 Sell Short -3.38% $19,645,440 -$664,016
Buy to Cover $18,981,424 $0
258 Sell Short 6.66% $18,981,424 $1,264,163
Buy to Cover $20,245,587 $0
259 Sell Short 11.13% $20,245,587 $2,253,334
Buy to Cover $22,498,921 $0
260 Sell Short 2.43% $22,498,921 $546,724
Buy to Cover $23,045,644 $0
261 Sell Short -1.38% $23,045,644 -$318,030
Buy to Cover $22,727,614 $0
262 Sell Short -0.54% $22,727,614 -$122,729
Buy to Cover $22,604,885 $0
263 Sell Short 4.08% $22,604,885 $922,279
Buy to Cover $23,527,165 $0
264 Sell Short -0.15% $23,527,165 -$35,291
Buy to Cover $23,491,874 $0
265 Sell Short 0.69% $23,491,874 $162,094
Buy to Cover $23,653,968 $0
266 Sell Short -0.26% $23,653,968 -$61,500
Buy to Cover $23,592,468 $0
267 Sell Short -2.46% $23,592,468 -$580,375
Buy to Cover $23,012,093 $0
268 Sell Short -5.18% $23,012,093 -$1,192,026
Buy to Cover $21,820,066 $0
269 Sell Short -3.06% $21,820,066 -$667,694
Buy to Cover $21,152,372 $0
270 Sell Short 6.67% $21,152,372 $1,410,863
Buy to Cover $22,563,236 $0
271 Sell Short -10.02% $22,563,236 -$2,260,836
Buy to Cover $20,302,399 $0
272 Sell Short 4.07% $20,302,399 $826,308
Buy to Cover $21,128,707 $0
273 Sell Short 13.94% $21,128,707 $2,945,342
Buy to Cover $24,074,049 $0
274 Sell Short -9.76% $24,074,049 -$2,349,627
Buy to Cover $21,724,422 $0
275 Sell Short 11.25% $21,724,422 $2,443,997
Buy to Cover $24,168,419 $0
276 Sell Short 2.09% $24,168,419 $505,120
Buy to Cover $24,673,539 $0
277 Sell Short 17.26% $24,673,539 $4,258,653
Buy to Cover $28,932,192 $0
278 Sell Short 0.39% $28,932,192 $112,836
Buy to Cover $29,045,028 $0
279 Sell Short -8.08% $29,045,028 -$2,346,838
Buy to Cover $26,698,189 $0
280 Sell Short 11.52% $26,698,189 $3,075,631
Buy to Cover $29,773,821 $0
281 Sell Short -0.03% $29,773,821 -$8,932
Buy to Cover $29,764,889 $0
282 Sell Short 3.34% $29,764,889 $994,147
Buy to Cover $30,759,036 $0
283 Sell Short 0.63% $30,759,036 $193,782
Buy to Cover $30,952,818 $0
284 Sell Short -0.08% $30,952,818 -$24,762
Buy to Cover $30,928,055 $0
285 Sell Short -7.19% $30,928,055 -$2,223,727
Buy to Cover $28,704,328 $0
286 Sell Short 1.53% $28,704,328 $439,176
Buy to Cover $29,143,505 $0
287 Sell Short -1.45% $29,143,505 -$422,581
Buy to Cover $28,720,924 $0
288 Sell Short -5.25% $28,720,924 -$1,507,848
Buy to Cover $27,213,075 $0
289 Sell Short -3.77% $27,213,075 -$1,025,933
Buy to Cover $26,187,142 $0
290 Sell Short 20.47% $26,187,142 $5,360,508
Buy to Cover $31,547,650 $0
291 Sell Short 15.87% $31,547,650 $5,006,612
Buy to Cover $36,554,262 $0
292 Sell Short 4.14% $36,554,262 $1,513,346
Buy to Cover $38,067,609 $0
293 Sell Short 1.37% $38,067,609 $521,526
Buy to Cover $38,589,135 $0
294 Sell Short 1.69% $38,589,135 $652,156
Buy to Cover $39,241,291 $0
295 Sell Short 0.38% $39,241,291 $149,117
Buy to Cover $39,390,408 $0
296 Sell Short 12.33% $39,390,408 $4,856,837
Buy to Cover $44,247,246 $0
297 Sell Short -1.33% $44,247,246 -$588,488
Buy to Cover $43,658,757 $0
298 Sell Short 5.50% $43,658,757 $2,401,232
Buy to Cover $46,059,989 $0
299 Sell Short 0.77% $46,059,989 $354,662
Buy to Cover $46,414,651 $0
300 Sell Short 8.96% $46,414,651 $4,158,753
Buy to Cover $50,573,404 $0
301 Sell Short -0.04% $50,573,404 -$20,229
Buy to Cover $50,553,174 $0
302 Sell Short -5.67% $50,553,174 -$2,866,365
Buy to Cover $47,686,809 $0
303 Sell Short -12.49% $47,686,809 -$5,956,082
Buy to Cover $41,730,727 $0
304 Sell Short -0.50% $41,730,727 -$208,654
Buy to Cover $41,522,073 $0
305 Sell Short 2.76% $41,522,073 $1,146,009
Buy to Cover $42,668,082 $0
306 Sell Short 0.27% $42,668,082 $115,204
Buy to Cover $42,783,286 $0
307 Sell Short 12.11% $42,783,286 $5,181,056
Buy to Cover $47,964,342 $0
308 Sell Short 3.08% $47,964,342 $1,477,302
Buy to Cover $49,441,644 $0
309 Sell Short 3.37% $49,441,644 $1,666,183
Buy to Cover $51,107,827 $0
310 Sell Short 3.17% $51,107,827 $1,620,118
Buy to Cover $52,727,946 $0
311 Sell Short 4.29% $52,727,946 $2,262,029
Buy to Cover $54,989,974 $0
312 Sell Short 3.69% $54,989,974 $2,029,130
Buy to Cover $57,019,104 $0
313 Sell Short 4.21% $57,019,104 $2,400,504
Buy to Cover $59,419,609 $0
314 Sell Short 7.99% $59,419,609 $4,747,627
Buy to Cover $64,167,235 $0
315 Sell Short 13.25% $64,167,235 $8,502,159
Buy to Cover $72,669,394 $0
316 Sell Short 0.33% $72,669,394 $239,809
Buy to Cover $72,909,203 $0
317 Sell Short 8.13% $72,909,203 $5,927,518
Buy to Cover $78,836,721 $0
318 Sell Short 2.64% $78,836,721 $2,081,289
Buy to Cover $80,918,011 $0
319 Sell Short -2.12% $80,918,011 -$1,715,462
Buy to Cover $79,202,549 $0
320 Sell Short 2.34% $79,202,549 $1,853,340
Buy to Cover $81,055,889 $0
321 Sell Short 18.39% $81,055,889 $14,906,178
Buy to Cover $95,962,067 $0
322 Sell Short 9.67% $95,962,067 $9,279,532
Buy to Cover $105,241,598 $0
323 Sell Short 4.24% $105,241,598 $4,462,244
Buy to Cover $109,703,842 $0
324 Sell Short 11.37% $109,703,842 $12,473,327
Buy to Cover $122,177,169 $0
2 Likes

@RobertPeterson I am certainly interested in profiting along side you. However, I have a very strong aversion to shorting anything. Would you say there is a reasonable way to apply your strategy to a long only version using ZIV or something similar instead of shorting VXX?

So you short up to 80-90% of total portfolio?

So if at some point you think you might have 70 subscribers that with a click of a button shorting 100million each? Nearly a billion in a few seconds.

I’ve thought of all this before but with unlimited risk it’s just insane. Go for it if you feel you can get subscribers.

Shorting a financial instrument won’t necessarily expose you to unlimited risk. For instance short EUR/USD is not any “riskier” than long EUR/USD.

Plus the trader can always cap the risk with put/call options, or by owning the underlying market.

Sure… Try Long SVXY… Half move of the VXX

3 Likes

I have a few solutions for that… Anyway, let’s speak again after 10M… :slightly_smiling_face:

Ok, but I will never feel comfortable shorting 100million, 10million or even 1 million. A wipeout or having to owe an extra million or 2 could make a grown man cry.

1 Like

You can always take your initial investment out and feel more comfortable…

2 Likes

I really admire that you aproached the negative comments in this manner. Instead of digging in to defend your approach, you were secure enough to take some advice, adjust your system, ending up with what looks to be a better one.

Not only did you thank people for their constructive criticism, you are thanking all of us by offering your system for free.

I have always felt this kind of polite back and forth is what one should find at a social trading site, not the attacks and vitriol that used to be more prevalent here. It’s great to see trade leaders and subscribers brainstorming.

Thank you, Robert! And thanks to everyone who offered constructive criticism.

5 Likes

I’m speechless!
Thank you.

Ehh not really, people are gullible and are manipulated by this kind of give and take. I mean people rather like you and lose their life savings than follow logic. Under no circumstances should shorting be the majority of your strategy unless you were an insider that can get off the hook from owing a fortune if and when it backfires. It’s like convincing someone to jump off a cliff in a calm manner where they finally do it because you were so charming and gracious. Many are sacrificial lambs but not me.

I never subscribe to systems by trade leaders who insult others on the forum. It’s just my first litmus test. I look for emotionally-balanced, mature trade leaders who enjoy the successes of others. I don’t care to tell you more about how I choose systems or how for 11 years on C2 I have only grown my nest egg, never lost my life savings. I’m actually savvy enough to know all by myself when to get out of a bad trade or out of a system that has lost its edge.

3 Likes

Robert, I subscribed to your system since it is free right now and will paper trade it to see how it works for me. Thanks for offering a free trial, it’s so much better than simming.

I think you are delusional. Only trading 10% of the account size implies using 10X margin. Then, your compounded account would be at about $28,000 in 11 years. How about slippage? When you become the whole market, you couldn’t get close to your theoretical prices. If this system is so good, do you think the large trading firms wouldn’t reverse engineer it?

The C2 method of calculating drawdowns is in accord with the industry standards. You cannot redefine the terms to suit your system.

I think you should review your research. Please don’t lead naive C2 subscribers off a cliff. Being a trade leader is a huge responsibility, especially now when money is more dear and recouping lost income is more difficult.

I meant to say, of course, that the theoretical results of the strategy are so good that even if after fees, slippages and other reasons we will get only 10% of the theoretical profit, it will be excellent. In no case is leverage of any kind used.

Hope the idea is more clearer now…

Anyway, I invited people to join me even with paper trading so they will not see any real losses no matter what… :+1:

“I think you are delusional” - Let’s speak again in a couple of months/years and we will see the results together :slight_smile:

1 Like

One can only hope that we can get even 10% of the results of our theoretical testing…but sadly our theoretical results tend to be completely incorrect 99% of the time for some reason. I can only reason that its like trying to model what your cat will do each day. (there are so many possible variants such as this covid-19 virus outbreak)…lol

Anyways…good luck with the strategy!

2 Likes

Not sure why you have this negative perception about shorting the market.

Options writers, for instance, earn a very comfortable living selling put or call options every single day. Sure, they are exposed to “unlimited” risk, but they know how to hedge their bets.

1 Like

Wasn’t your first trade short the QQQ with 100% of your capital? Just curious if you think shorting via an ETF is the same or not.

1 Like

Hi,
I do on occasion go long an instrument called SQQQ in my systems TQQQSQQQ and TQQQMAX which is limited in what you can lose. They are both tremendously successful systems by the way. If you went short Tqqq, your loses are infinite. Hope this helps.
You can learn a lot about trading and ETFs by just doing some research, it’s very beneficial to becoming a successful trader. Take care.

Important:

Although the strategy will generate quite a few signals, C2 will not count them.
Only when the strategy will change to Long volatility, the Short trade will be closed and C2 will count the trade and vice versa.

Short volatility during market rises or when the volatility declines, can last for months and all the trades during this time will not be counted by C2!

Those who follow this strategy should understand that even if they see only a few trades, the situation is completely different and we do much more trades than C2 counts.