Monday, March 15, 2010

Collective2 (ES TP) Abandoned

Last month I shut down sending trading signals to for both of the system I had running there. You can still go and see the historical trade record, but no new signals are being sent. There were several reasons: The results were not that good, so I gained no subscribers. No subscribers means no income while I'm stilling have to pay to post my trades. Second, even if I did get subscribers, I would have to pay half the subscription fee to C2; it just wasn't a good deal. Finally, there were no subscribers because the results were not good enough. This was partly due to a fall off in system performance and partly due to the execution problems of sending trade signals from my computer to a second computer at C2 which would execute the trade. This caused additional slippage and in some cases just missing trades altogether. Attached to this post is the ES TP performance curve with a red dot in the chart to indicate where it was posted to C2. This would have been the net return with normal trade execution. If you click on the chart you can see more clearly how the results flatten out. However, with proper execution, it still would have been profitable during the time it was on C2.

edit: I've added a chart to show the more recent performance. More ragged to be sure, but not noticeable when integrated into the other chart.

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