100% TOS in my own account. Still waiting for first few trades to be verified. Trading starts Monday.
Backtested Hypothetical Results:
50% Account Size
% | DD
YTD 69% -15% DD
2017 43% -10% DD
2016 42% -16% DD
2015 100% -13% DD
2014 20% -14% DD
2013 43% -13% DD
Disclaimers: Backtesting data is hypothetical and it has not been verified by C2
Hi Guys this is one of my systems that I have been working on for the last year or so, after testing countless and dozens of others. As evident here from all the other systems majority failed in Feb, or produced no returns, or had insane Drawdowns. It actually made 50% profit that day. It was short volatility then stops were hit and positions flipped and went long volatility intraday before everything blew up.
I honestly wasn’t satisfied with any of the systems I personally followed and traded on here, I wish there was something on here that I could personally trust, and save me all the work of creating my own system, but there wasn’t. It wasn’t even the drawdowns, it was the fact that even after they suffered a drawdown they would never recover, and their performance would just die off.
The system uses hidden stop losses, higher for short volatility, and much tighter for long volatility, plus there are some proprietary filters that would kick in and keep us out of these crazy black swan events. Uses 50% of your account size. Feel free to use options for overnight risk, but I believe so strongly in it’s ability to keep us out of crazy events, that I won’t be purchasing any in my account, plus the slippage might be high to have subscribers replicate it.
It will trade VXX Long/Short due to all the changes after Feb, using only 50% of your account you should be well within your margin requirements from IB.
It has a superb MAR ratio which has become one of my most important performance factors. Yeah you can get big returns but at what risk levels?
Currently the system is free, pricing will eventually go up slowly after a month or so, don’t know when we’ll see how things go. First trade will be Monday so sign up if you want to start exactly at the same time.
More Disclaimers about Backtested results:
- The results do not represent the results of actual trading using client assets but were achieved by means of the retroactive application of a model that was designed with the benefit of hindsight.
- The returns should not be considered indicative of the skill of the adviser
- The client may experience a loss.
- The results may not reflect the impact that any material market or economic factors might have had on the adviser’s use of the back-tested model if the model had been used during the period to actually manage client assets.
- The adviser, during the period in question, was not managing money at all, or according to the strategy depicted.
- The back-testing is for a strategy that the client accounts will follow or, if not, what difference there will be.