One of the best systems I ever came across, trading S&P E-minis. Has multiple edges over the market and most other systems. Profit factor (historical) 2.18 - excellent. Sharpe ratio : 2.72 - excellent 53.5 winning trades, trading only in favorable market conditions, another edge over the market and most other systems. Strict stop loss ($500 per contract) and strong trade management. Flat at the end of the day. As a result 7+ profitable years in a row, annual average return 139%. Much lower and less frequent drawdowns than most systems: 20.75% of initial equity, 6.43% of total equity. I strongly believe 25k alpha portfolio and its 3 siblings: 15k alpha, 15k beta, and 50k alpha portfolios are going to be big winners on C2.