TOS in leade board list?

Hi all
on "find startegy’ we have "leader board list"
i like this section ans sort systems by returns

I wonder why with all data on this leader systems c2 doesn’t show which system have “TOS certified” so we can check which systems with this sign do best.
(to see if system have TOS we need you go to the system page)
If c2 board can add this feature it would be great.


You must have been listening in on the C2 Development meetings. :slight_smile: We’ll have a filter for TOS and other improvements to the Leader Board in a release very soon. You might even look for it tomorrow.


WOW Great Job
we look to see this soon

Rod, will you also be adding a filter for number of signals as well (in addition to the filter for the number of trades you already have on the grid), as was discussed in a previous forum post?


We’re going to be a tackling the Grid in a separate release soon and have requests for a number of additional columns which we’ll be including. For the Leaderboard, the new filter functionality is live. I welcome feedback on other helpful searches.

Please, please, PLEASE add the ability to have “delayed” searches that return data from a time in the past (e.g. from 3 or 6 months ago). If Grid searches returned results from data 3 or 6 months ago rather than on live data it would go a long way to solving the selection bias problem inherent in live searches. You could skip having to watch a system perform for a number of months to confirm its performance before subscribing. Watch lists wouldn’t be needed. See the following 2 posts for more on this:


Hi, David:

Our Super Secret Projects team is working on just such a thing. I’ll contact you privately to see if you want to beta it.


Very cool! And 20 chars.

Sounds great. It seems like there could be some Explorer scripts written for a similar task of comparing systems; I’ve not spent enough time in there to figure it out myself. Something simple perhaps, like the “Relative Performance” script by seph (#205) but with a specifiable start date so that it creates the equivalent of a Perf Chart at, but for the chosen systems rather than chosen equities.

Please also add % of months profitable. Having consistent systems that are profitable almost every month is an advantage.


Is there any proof showing that TOS doing better than not TOS? Any statistics? or it is just give you good feeling that if you lose money, the same thing happened to the developer…

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Sure Robert. I understand that you advocating that non-TOS is the same or better then TOS because you cannot find a proof. Amazing logic. What else you cannot do it or find?

This is indeed a very good question.

Somehow this question nobody ask from customers but only non-TOS developers who risk running strategy is ZERO and subscription is upside. Their business model is subscription, no trading profits because they do not have real money involved. They can go crazy in any single day without any consequences to their account.

I think Robert and DanceWithTheTrend worry that people will start using TOS filter will be more accessible and more often used, what directly will affect their business, I understand Robert’s strategies, because they have valuable track record that can compensate non-TOS for some people.

And DanceWithTheTrend…Freedom of speech.

Marekj, please avoid turning any perfectly legitimate question or subject into a personal matter.

Robert’s question still remains : Do TOS systems perform better (and with less drawdown) than non-TOS systems?

I think a non-TOS system may actual perform better than a TOS system…Up to a point. Being unencumbered by the psychological weight of seeing one’s own account on the line and in the red, decisions can be of a “coin toss nature” and with some luck lead to stellar results, until that day arrives when the system wipes out completely that is. I’ve seen several non-TOS systems perform exceptionally well for months only to get completely hammered to death in a matter of days. I don’t think a TOS system would go the same route since few, if any, developers are willing to put their own accounts under so much risk as to be potentially wiped out with a few trades. Most will have safeguards and hedges (which cost money, i.e. performance). For this reason many non-TOS systems may perform better up until that day of reckoning. Reward is a function of risk. Anyone recall the non-TOS system called ConserveProfit…

Nothing personal here. Again, this question should ask customers of strategies. Developers of strategies should ask question if better is customer with money or without money.

Not necessarily.

Take a Forex TOS developer for instance; he could trade micro lots on his/her own personal account and lose maybe a “big” 50 dollars a month if his system enters a major drawdown, but still collect let’s say 2000 dollars a month from his subscribers.

So while TOS label is a useful information, it is not a guarantee that the system will do better in the long run, or that the developer will not take unnecessary risks.

Only a serious study could reveal if indeed TOS systems perform better than “regular” systems.

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Amazing how logic can be reversed by strategy developer. DanceWithTheTrend wants a proof that using real money in trading is better from paper money (his case of trading).

What about normal logic. Please prove me that using paper money makes any money in trading excluding subscription.

What about makes all strategies on C2 non-TOS strategies and forbid TOS at all?

Once again I am not the issue here, and I don’t have to prove anything.

Since there are only a few TOS systems (and hundreds and hundreds of “regular” systems), it is much much easier and less time-consuming to conduct a study on these systems first, and see if they truly give the traders some hidden additional advantage, like better risk-adjusted return, less drawdown, smoother equity curve, and so forth.