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Collective2 Profile

Reinhard Schu


Joined Collective2: 4/19/2006
Last Logged in: 5/15/2013


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Systems Managing

RMHF Strategies
Created: 7/15/2012
CAGR: 2.78%
Last 90: -0.74%
Contango Extractor
Trades: Futures
Created: 3/11/2007
CAGR: -0.29%

Most Recent Forum Posts

4/23/2013 As a subscriber, I would like to comment on the recent...
Subject: Recent Losses and Reviews
3/04/2013 I had the same question. I already have an account with...
Subject: How to setup IB for autotrading?
2/19/2013 Lone Ranger, no system works consistently all the time. Market conditions...
Subject: Happy new year
8/05/2012 short the stock and sell a put for a synthetic short...
Subject: trading in an ira
7/23/2012 Hi, there is only a one year record on C2, so...
Subject: Our First year on C2
7/21/2012 This system sells naked options and therefore will one day blow...
Subject: Our First year on C2
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

System Notebook

Options 787


TradesMostly Options; (some stocks)
Cumu P/L$62,353
Compound Ann Return28.9%
# Trades352
Sharpe Ratio2.12
Subscribe for: $97 each month
Others writing about Options 787:
ALLOCATION PORTFOLIO

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$39,487
Compound Ann Return91.1%
# Trades316
Sharpe Ratio1.36
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$430,684
Compound Ann Return60.1%
# Trades418
Sharpe Ratio0.86
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$2,411
Compound Ann Return4.9%
# Trades16
Sharpe Ratio0.37
Subscribe for: $9.99 each month

The Cake


TradesForex
Cumu P/L$78,080
Compound Ann Return19.6%
# Trades466
Sharpe Ratio0.78
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.

JV Long/Short Equity


TradesStocks
Cumu P/L$385,247
Compound Ann Return59.4%
# Trades633
Sharpe Ratio1.90
Subscribe for: $100 each month
Others writing about JV Long/Short Equity:
Inga German
Dan Maguire
ALLOCATION PORTFOLIO
David Bowers
Black Box
Gunar S.

Rainier


TradesStocks
Cumu P/L$113,978
Compound Ann Return19.9%
# Trades1,006
Sharpe Ratio1.28
Subscribe for: 15-day free trial, then $50 each month

ETF Timer


TradesStocks
Cumu P/L$99,126
Compound Ann Return22.9%
# Trades44
Sharpe Ratio1.04
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$13,707
Compound Ann Return12.0%
# Trades47
Sharpe Ratio1.18
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$17,138
Compound Ann Return24.9%
# Trades95
Sharpe Ratio1.16
Subscribe for: $9.95 each month

Index Spreads


TradesOptions
Cumu P/L$19,375
Compound Ann Return21.7%
# Trades161
Sharpe Ratio0.91
Subscribe for: $99 each month

donotreply


TradesStocks
Cumu P/L$72,430
Compound Ann Return17.6%
# Trades1,401
Sharpe Ratio0.47
Subscribe for: $150 each month
Others writing about donotreply:
Dan Maguire
Emp New
Black Box

HPB Trader


TradesMostly Options; (some stocks)
Cumu P/L$6,288
Compound Ann Return3.8%
# Trades1,087
Sharpe Ratio0.28
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$7,804
Compound Ann Return29.5%
# Trades317
Sharpe Ratio0.91
Subscribe for: 5-day free trial, then $99 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".