Forum: System: Exploit Volatility
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| Subject: | Volatility Update |
| Posted by: | Brad K (Admin) ( C2 Score: 481 ) |
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| When: | 4/12/12 (22:14) | |
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| | The system I run, called Exploit Volatility, has had a great run in its almost 4 months of existence on Collective2. During that time frame, I have been short volatility and my system has benefited greatly due to falling volatility and solid contango in the VIX futures market.
Since this is my first forum post for everyone to get to know my strategy and my character as a system owner, I wanted to comment on a few items. I trade with the rules from Exploit Volatility with real money in my personal portfolio and follow the VIX futures market daily. |
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What is the C2 Score?
Collective2 rates every trading advisor in its database and assigns a score between 100 and 1000.
In general, a rating above 500 is good. A rating above 700 is excellent.
Collective2 Ratings are recalculated daily based on the entire performance history in our database. The exact formula we use is proprietary, but there are several key variables that go into the Collective2 Rating. One of the most important factors is the length of time we have been able to observe the performance of the trader. Another key factor is the amount by which the trader over-performs or under-performs the S&P 500 index. Finally, the choppiness of the trader's results is taken into account. Certainly a more consistent trader will be rated more highly than a trader with erratic results.
