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Collective2 Profile

Reinhard Schu


Joined Collective2: 4/19/2006
Last Logged in: 5/14/2012


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Systems Managing

Contango Extractor
Trades: Futures
Created: 3/11/2007
CAGR: -0.35%

Most Recent Forum Posts

12/23/2011 Rene, with all due respect to your work, I think your...
Subject: Adjustments
10/25/2011 Turns out, Frank was not a clever guy. As I have...
Subject: Is Frank a clever guy?
8/15/2011 Jack, two comments: 1. Of course one should, in principle, use...
Subject: Irrational selling and volatility
8/12/2011 Not really. As I have tried to explain in my other...
Subject: Irrational selling and volatility
8/08/2011 Rene, these charts you published are interesting, but the sample size...
Subject: Is Frank a clever guy?
8/06/2011 It really is very simple: Topaz has produced good results in...
Subject: Is Frank a clever guy?
8/04/2011 You cannot directly compare QLD with NASDAQx2. QLD is designed for...
Subject: Comparison Topaz vs. Nasdaq-100 Index
8/03/2011 Money Grubber, your "results" are most likely random and based on...
Subject: Hottest system with loss during last 90 days?
6/20/2011 Hi Rene, running the limit order from 7 June until 16...
Subject: Out of sync positions and timeout
6/08/2011 I note today the position in AKAM was closed at market...
Subject: AKAM

System Notebook

Options 787


TradesStocks, Options
Cumu P/L$48,311
Compound Ann Return54.4%
# Trades159
Sharpe Ratio3.03
Subscribe for: $97 each month

Average Rating:
Comments 5/6/12 20:52 ET:
Uncovered option seller. Will thus blow up one day.

Strawberry Rhubarb FX


TradesForex
Cumu P/L$11,910
Compound Ann Return99.0%
# Trades196
Sharpe Ratio1.20
Subscribe for: $59 per week - only if profitable

Average Rating:
Comments 11/3/11 4:39 ET:
Many small profitable trades and a few much larger losing trades should set off the usual alarm bells.

PIPALERT


TradesForex
Cumu P/L$380,187
Compound Ann Return85.4%
# Trades311
Sharpe Ratio1.27
Subscribe for: $95 each month

Average Rating:
Comments 10/25/11 19:43 ET:
Classic high win rate "pray and hope" system. Small wins and big losers. A good system should be the opposite. The system will blow up one day. 5-start reviewers only look at win rate and do not understand expectancy.

Asset Rotation


TradesStocks
Cumu P/L$1,642
Compound Ann Return6.0%
# Trades15
Sharpe Ratio0.34
Subscribe for: $9.99 each month

The Cake


TradesForex
Cumu P/L$72,597
Compound Ann Return28.0%
# Trades428
Sharpe Ratio0.87
Subscribe for: $100 each month
Others writing about The Cake:
Inga German

Average Rating:
Comments 8/28/11 14:40 ET:
This looks like a good trend following system. Inga German who comments on less than 50% win rate clearly does not understand anything about expectancy and that one can consistently make money with a low win % rate, as long as the winners are big enough.

The Cake looks nice with an expectancy typical for a good trend following system, many small losses and a few huge winners.

Stock Swing Trader


TradesStocks
Cumu P/L$268,120
Compound Ann Return72.9%
# Trades430
Sharpe Ratio2.22
Subscribe for: $100 each month
Others writing about Stock Swing Trader:
Inga German
Dan Maguire
The QQQ Traders
David Bowers
Black Box
Gunar S.

FxTrader


TradesForex
Cumu P/L($2,633)
Compound Ann Return-18.6%
# Trades236
Sharpe Ratio-0.16
Subscribe for: $100 each month
Others writing about FxTrader:
Inga German

Rainier


TradesStocks
Cumu P/L$94,602
Compound Ann Return23.3%
# Trades901
Sharpe Ratio1.30
Subscribe for: 15-day free trial, then $50 each month

ETF Timer


TradesStocks
Cumu P/L$91,622
Compound Ann Return27.4%
# Trades39
Sharpe Ratio1.14
Subscribe for: 7-day free trial, then $97 each month

Average Rating:
Comments 6/2/11 8:19 ET:
System stopped working in June 2010 and been going down since, even though the SPX has been trending upwards.

This system is probably a classic case of hindsight bias. The "success" up to May 2010 was based on a small number of trades and was likely pure luck. At that point the system attracted a lot of attention on C2 because of its "success". Subsequently the luck ran out.

Isonomy Plus


TradesMostly Options; (some stocks)
Cumu P/L$12,138
Compound Ann Return15.8%
# Trades34
Sharpe Ratio1.54
Subscribe for: 30-day free trial, then $148 each quarter
Others writing about Isonomy Plus:
Krystof Huang
Dean Marks

Shorting Options


TradesMostly Options; (some stocks)
Cumu P/L$18,597
Compound Ann Return35.1%
# Trades90
Sharpe Ratio1.31
Subscribe for: $9.95 each month

Index Spreads


TradesOptions
Cumu P/L$19,464
Compound Ann Return27.3%
# Trades137
Sharpe Ratio1.15
Subscribe for: $99 each month

donotreply


TradesStocks
Cumu P/L$36,124
Compound Ann Return13.9%
# Trades1,401
Sharpe Ratio0.33
Subscribe for: $150 each month
Others writing about donotreply:
Dan Maguire
Emp New
Black Box

HPB Trader


TradesMostly Options; (some stocks)
Cumu P/L$7,011
Compound Ann Return6.3%
# Trades744
Sharpe Ratio0.52
Subscribe for: 30-day free trial, then $75 each month
Others writing about HPB Trader:
Karl A

Average Rating:
Comments 5/27/11 9:20 ET:
System sells naked options and therefore will blow up one day.

Forex Special


TradesForex
Cumu P/L$5,590
Compound Ann Return33.1%
# Trades249
Sharpe Ratio1.78
Subscribe for: 5-day free trial, then $150 each month

Average Rating:
Comments 5/26/11 9:51 ET:
Equity curve looks good at first glance, but this is a classic low sharpe system with many small profts taken and then the occasional large loss wiping out the profits. It has happened on several occasions in the past and it will continue to happen. Nassim Taleb calls systems like these "randomness under the carpet".

Tango


TradesStocks
Cumu P/L$255,013
Compound Ann Return20.7%
# Trades2,008
Sharpe Ratio1.14
Subscribe for: $777.77 per quarter - only if profitable