Forum: System: KISJ
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| Subject: | KISJ just past 100 days on C2 |
| Posted by: | Trade Admin (Admin) ( C2 Score: 971 ) |
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| When: | 3/16/12 (19:47) | |
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| | Hopefully you all are doing well. Thanks for the questions regarding KISJ. I have had many questions regarding back testing results. My philosophy is back testing is only statistical significant if future markets are the same as the back test data set. Unfortunately the market is always changing.
I have back test data for KISJ however I put more faith in the trading strategy than what has worked in the past.
Best success,
Joel
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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.