C2 strategies comments

[Pekelo]

I think the market topped and Simplicity has an open position 2K DD right now, we shall see if they can get out of it with a profit.

This rally put them back to at least breakeven...

 

[Simplicity]

1.Use only C2 performance record to discuss your performance.
Claimed past performance without C2 record is not convincing.

2.As I said previously in this thread, since Nov,2016, market has been in an extremely low volatility and high growth period. Any one to buy&hold VIX stocks or index could achieve high return and low drawdown performance during this period.Therefore for those strategies starting from Nov,2016 with good performance, their good performance are not tested by bad market condition.

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 more I can do.

Don't disagree, it has been a good few months since November, but then I've been trading this for a fair few years now and results have been good for me in all conditions, long and short.

We make no promises, we are clear that we do see drawdown and maybe more drawdown than some would like at times, but we are open about that and feel that you make your own choices on scaling risk and reward. Personally I trade at a level where I accept 50% DD to increase returns, but we scale C2 down in an attempt to keep the risk level lower than that. But as I say, nobody is making promises either way.

 

[RobertPeterson]

1.Use only C2 performance record to discuss your performance.
Claimed past performance without C2 record is not convincing.

2.As I said previously in this thread, since Nov,2016, market has been in an extremely low volatility and high growth period. Any one to buy&hold VIX stocks or index could achieve high return and low drawdown performance during this period.Therefore for those strategies starting from Nov,2016 with good performance, their good performance are not tested by bad market condition.

In the last months we faced some spikes in the volatility and I think that now, after the first 12 months of the strategy in C2, it could be a good timing for you to revisit VIXTrader Professional performance and tell me what you do think.

 

[Collagen]

Volatility is at the lowest value in all its history... I guess we have a different idea of what is a spike.

 

[RobertPeterson]

Volatility is at the lowest value in all its history... I guess we have a different idea of what is a spike.

Spike= VXX go up minimum 10% during the day..

 

[RandBots]

There is now an R Option Mini for smaller accounts, you still need the necessary margin to short naked options

R Options:
https://collective2.com/details/102125034

The main approach for this strategy is to short OTM options.
For most people , shorting OTM to take option premium is a market neutral strategy. That is, usually people don't try to time market, or predict market direction.
But most people get 20%-40% annual profit from this strategy.
R options make much more than most people do, because the developer has very good market timing ability. During market big down days , I see he simply stop shorting option. Sometimes he bought QQQ instead, the other times he simply stop trading for a few weeks.
So his above average profit came from his excellent market timing ability.
If he can keep up his market timing performance, and avoid making big mistake in money management, I see no reason why he can't do good in the future.

Can you do R Options?

 

[QFund]

Here is a fish of the "catch them early, while they are young":

https://collective2.com/details/111488162

Only been trading for a week, but very promising. The owner also trades the VIX, gold and stocks in separate systems, all are in the green. I would prefer if he would stick to 2-3 markets only...

Fish is still alive and kicking after 7 months Hopefully you can judge the system better now since it has a decent sample size of trades

 

[Pekelo]

Fish is still alive and kicking after 7 months Hopefully you can judge the system better now since it has a decent sample size of trades

Man, did I pick a good one! Of course the system only goes long in a bull market, so what are we expecting then ka-ching???

 

[Pekelo]

I have more than a dozen systems on my watch list. Except one they are all heavily in the red for the 1 month time frame, some of them blown up. That tells a lot about the "everyone is a genius in a bull market" adage. So even a diversification among 5+ systems would have caused a portfolio loss.

The only one nicely in the green (37% 30 days return) is 4QTiming FutNQ. Up 16% for February.

 

[QFund]

Am still out there sure we had some losing trades because of choppy market few days before the market turned. But thats part of the game. and the max drawdown is still from last year - not to say that wont happen now - nobody knows