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I'm looking for an online resource to study the usual performance statistics (CAGR, MaxDD, Payoff Ratio, Win/Loss Ratio, etc.) of trading systems, preferably trend-following systems.

I know that Collective2 is a great resource for trading systems and their performance statistics...but are there also any other useful websites offering these kind of data?

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With 'successful trading systems' I see 2 difficulties: 1) 'successful' is debatetable and depends on your definition (is a year of non-negative returns enough, although ultimately you lost 75% in 3 years?) 2) I believe truely successful strategies are not disclosed and those that are, might suffer from survivorship bias. Maybe looking at (hedge) fund performances would be a viable alternative, although survivorship bias might apply as well. –  Konsta Oct 13 '12 at 19:33
    
Just removed "successful" from the title, I agree that's a pretty subjective matter ;) –  user2278 Oct 13 '12 at 19:39
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It's just monthly data, but maybe state of trend following is of interest to you. There are monthly posts at least for a couple of years. see automated-trading-system.com/… –  Konsta Oct 14 '12 at 1:06
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1 Answer 1

Yes, Wealth Lab used to have rankings and scores. Maybe it is only for registered users now.

Portfolio123 also has systems with rankings, but you definitely have to be a member to see them.

Equametrics also has algorithmic trading systems with free signups.

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+1 for the two links...thanks –  user2278 Oct 24 '12 at 10:19
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