What is the C2 Heart Attack Index?

C2's Heart-Attack Index is a completely scientific measurement of the probability of you having a heart attack if you follow this strategy with real money.


Just kidding!


Here's what it really is. The Heart-Attack Index is a relative ranking of the strategy's performance during Monte Carlo simulations run by C2's servers, in which thousands of simulations are run, again and again, and C2 tries to measure the probability of substantial drawdowns based on past performance.

Also, it is based on the relative heart-attack-iness of your strategy compared to the other strategies in the C2 Universe, and also compared to the heart-attack-i-ness of the SP500 in general. So the number can change even if your strategy does not.

Low numbers are good. High numbers are bad. (Unless you are a cardiologist, in which case high numbers will mean brisk business for you).

Remember that even a low number here does not mean that the strategy is "low-risk" All trading is inherently risky, and you can lose all your money at any time, despite what a number on a computer screen indicates.

So: The C2 Heart Attack indexes are mathematically determined and are based on many math factors, not all of them obvious. (In addition, it can sometimes take a bit of time for near-term statistics to be taken into account). We are not really able to comment any further on this or provide details or change the way the analysis is done at this time.

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