This is a simple way to backtest some Collective2 strategy selection methods. In this example I am going to show how to backtest investing in strategies by selecting strategies based on AUM.
If you want to see C2 Strategies listed by AUM you just need to go to this link https://collective2.com/datastudies/strategyAUM. If you want to see some snapshots of this leaderboard or other leaderboards through history you just need to go to https://web.archive.org/ and see what snapshots this service has for the AUM link.
The oldest snapshot available is from August 25, 2020. Fortunately this snapshot has links to the various strategies. The snapshots at each link are not always available, but we can get the strategy ID number from the URL it pulls up.
After getting that url we can go to each strategy and check the results using these url formats.
- Delisted or Private Strategies: If a strategy has gone private we can replace the zeros with the ID number in this URL (https://collective2.com/performance/000000) to get a chart of the strategy and do our best to read the prices over the periods in questions.
- Public Strategies: If a strategy is public we can replace the zeros with the ID number in this URL (https://collective2.com/details/000000) then easily zoom in on the data points we need.
REsults
| August 25th, 2020 to October 19th, 2022 | |
| AUM Weighted Return | -9.67% |
| Average Strategy Return | -6.74% |
| Max | 119.72% |
| Min | -118.18% |
| S&P Div Reinvested | 8.41% |
| BND Div Reinvested | -16.86% |
This is a link to a google sheet I used to compile the information. Obviously this same method could be used on some other leader boards such as popularity, TOS, etc.
Patience to Invest 