This is a very efficient system. When assessing a system in C2, the single most important thing to me is the risk-adjusted return. I rather leave a few dollars on the table than have to endure a massive drawdown. In terms of risk-adjusted returns this system is all what I want. High Sharpe, very low drawdown (so far) and very few trades so I’m not making my broker richer. I’m making money and I’m not developing an ulcer every time the manager opens a position.