C2 strategies comments

Discussion in 'Automated Trading' started by bbpp, Jan 31, 2017.

  1. bbpp


    Strategies making false performance have one common characteristic:
    Their good performance would not last longer after they have subscribers.
    So if you want to determine which one had false performance, check out how it performed after it had subscribers.
    I mean, according to C2 rule,once a strategy has subscribers, the prices thereafter are based on the prices filled in subscribers' real money accounts.

    #41     May 26, 2017
    lovethetrade likes this.
  2. This is my first post here.
    I would like to subscribe to a volatility strategy in C2.
    After all your posts which strategy looks to you promising?
    Please look also here

    #42     May 26, 2017
  3. bbpp


    Of the 3 strategies you mentioned, I would avoid PCProtrader.
    There are two problems with this strategy:
    1. It did false performance. Its first 4months performance was significantly exaggerated taking advantage of C2's hole. The latest 3 months performance was his real performance.
    2. His method has inherent big risk that you can't see from his current performance.

    Of the 2 volatility strategies, I would prefer VIXTrader professioanl, since it has lower drawdown.And it performed better on 5/17/2017, when there was a big spike on VIX.
    You can see it sold long position on that day and immediately reversed to short, therefore partly recover its loss.So it did better in crisis time.
    Generally, I think all VIX strategies would do much worse if market experience high volatility situation.
    But VIXTrader professioanl could perform better than its peers.

    #43     May 26, 2017
    shatteredx and RobinsonG like this.
  4. Thanks!
    #44     May 26, 2017
  5. If you compare VIX Trader professional to all volatility strategies in C2, do you still recommended on VIX Trader professional?
    #45     May 26, 2017
  6. Pekelo


    There are 3 problems with Futures Cat:

    1. It trades too many instrument for no good reason. If you look up his previous systems, he was successful sticking to just one group (indeces) so I don't see what is the point in trying to trade 10 different things, dividing your attention unnecesserily. Also depending on your broker, more subscription fee is required for different datafeeds.

    2. His history is too short and I bet it won't make it over 4 months. We shall see, but I think most of the gains has been done already. (His most successful system to date)

    3. If you look at his older systems, there is at least 1 what he stopped trading without explanation although he was doing well? (Indeces Futures up 77% in 3 months, stopped in December) What the hell is that about? Why would he stop? Unless you get a good explanation, the guy simply just can not be trusted...(same with another system, Trading Eminies, abandoned after 2 months, 56% return)
    Last edited: May 26, 2017
    #46     May 26, 2017
  7. bbpp


    As I can tell you, trading many instruments is a big advantage, not a big disadvantage.

    As for what happened to his previous strategies, I don't know.
    But I think his current performance is more convincing than other factors.

    #47     May 26, 2017
    shatteredx likes this.
  8. Pekelo


    Most markets are correlated, so if you think of diversification, that argument is over rated. But sure, show me a good system trading more than 5 different instruments (not 5 stocks).
    #48     May 26, 2017
  9. JITF


    Usually it is opposite - high leverage leads to high returns. Temporary returns sometimes.
    Anyway, this Futures Cat leverage is around 7-15 now, and it was around 20-30 in April. How that numbers can be considered as low?

    PS in my terms Leverage = Open Position Size / Traders Capital

    Maybe your Leverage term is different.

    #49     May 26, 2017
  10. bbpp



    #50     May 26, 2017