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Why don't use Stock Borrow Fee in calculations?


Its full of systems that short stocks/etfs but in C2 you dont use any kind of Stock Borrow Fee to calculate performance, that give very bad image of the reality.
Right now: IB-Stock Borrow Fee for DUST 14,5% and NUGT 2%

A system like this: short all year similar instruments like that.

Then you show a very different performance than the real one, if you will calculate this fee the performance is the half of the one you show in the results of C2.
I’ve found this big discrepancy after analysis some of the systems I follow and dont see real performance close to the hipotetically performance in C2.

This fee is much bigger in some cases than open/close fees but are you not counting properly


Hello Goldenpyt!

Are you referring to the hypothetical results that C2 post? You mean that those numbers (performance %) does not include trading fees and other fees like when you need to borrow shares to go short? Is this what you are tryin g to say?


They include trading fees, but didnt include interest in borrow shares to go short, where in some stocks we are talking about 15% yearly and that its a LOT of interest to pay and performance gone and yes some systems are full invested all year shorting.
Some systems are showing double performance vs reality only because this. Yes performance is hipotetically but Im quite sure users dont know some systems real performance is 15% less because interest to borrow stocks, maybe even some systems looks with positive performance and low DD but reality they are losing money year by year.
If C2 count trading fees in the performance why dont count the interest to borrow shares? which have bigger impact in the performance?

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