Wrong monthly return calculation

Maybe other vendors have to check their C2’s monthly performance as well.

My system (Tango) had only one trade (profitable) in April. There aren’t any open trades at the moment. There weren’t any closed trades from previous month. At the moment April performance is positive. However C2 reports negative April’s performance (0.6%).

I contacted C2’s support few days ago and I have no response yet about the issue.


I am looking into this. Monthly returns are based on equity snapshots taken periodically, and your total system equity changed between end of March and today. I am investigating why the equity measurement changed. Current hypothesis is that this is related to cash payments for dividends. Not sure yet. More soon - MK

Any updates for the issue?

I would say that one profitable trade in April cannot cause negative result in monthly performance at the moment.

There were dividends payments, but it can be only positive for long-only system.


Nothing was fixed so far.

Two profitable trades in April is shown as 0.5% loss at C2.

(sigh) I always said that system vendors treat C2 as a broker, but no one broker will show you 0.5% loss in monthly statement when there is no losses.

And if a broker takes the money from your actual account without any explanation I think you would not agree with the action. :wink:


I don’t understand this either.

Third trade (profitable). The system is still loosing in April by C2’s stats, when it’s profitable.

I don’t expect that the bug will be fixed anyway. It looks like it’s simpler to ignore the bug and my complains than fix it. Of course the thread will go down in few weeks, and the wrong numbers will stay with the system forever. Of course it doesn’t matter if I pay for C2’s stats and I expect proper stats from C2. Who cares?


P.S. I would say the situation is good example for other system vendors as well.

Eu -

I will try to get to this soon. Again, I apologize, and understand your frustration. But I just have not been able to get to it. Perhaps today / this weekend I’ll be able to.

Thank you Matthew for an awesome service provided by this site. I hope things go very well with the beta release.

Regards Always,




there might a somewhat different, but perhaps related issue.

I was just looking at the system USS and the annual return it is giving. It seems the calculation is different on every page I am looking at.

(Did not check for other systems)

USS: main page - 580,5%

other systems by the same provider: 1195%

Portfolio maker - 154%

?? This means the calculations differ by an order of magnitude.

I suppose it has to do with always different periods are taken as a basis. But it would help to have consistency here.




The Statistics on the main page give the Compound Annual % or CAGR (Compound Annual Growth Rate), whereas when you look at "All Other Systems" or on "The Grid" or other places the return is given as APR (Annual Percentage Return) which is the non compounded annual return based on the original capital. On a profitable system longer than one year the CAGR is always smaller than the APR, on systems younger than one year it is often the reverse, that is the reason why you see these bizarre return figures (CAGR) in the Statistics of very young systems which happen to start off, usually by luck, with a large return.

As a fact.

Nothing was fixed so far. By my calculation ~ +0.7% or more was missed in monthly return calculation for my system.

It’s not matter of death or life for me (smile) and I understand that there is new version of C2 is coming and everybody is busy, but I’d like to note the fact, that C2 has wrong stats for April for my system and it wasn’t fixed after all complains (sigh).