It's a little hard to use C2 performance to answer a direct question about a period when we weren't on C2 - I provided my results, not sure what...
To try and help, the results for the period you mention were: Sep 2015 : 8.8% Oct 2015 : -19.7% Nov 2015 : -2.7% Dec 2015 : 9.6%...
As mentioned we take long or short based on the long term trend (as we calculate it), so we have been long since May 2016 but short before that...
I was interested to come across your comments, as I am the developer of this strategy. It is not a martingale strategy as such, and I don't want...
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