The graph here shows what the results would have been with the live signal for the current *and* legacy versions traded *exactly* at 1X/2X and with/without Stops. Differences with C2 are primarily due to margin differences (in case the trade goes against you, you need to trade at slightly less than the prescribed number of shares to be at full 2X to avoid a margin call), the daily compounding effect over time, and inefficiencies and the occasional error in trade execution on C2. Also, the starting point for these graphs is $10K in Oct 2006, while C2 shows the annualized returns since Nov 2007 with a different starting amount, which is when the TMG II version went live. The most current version of TMG II which included the integrated stop strategy was fully implemented until Feb 2008, and since then we have not had a losing month through some pretty challenging market trading conditions. Compare that to the average mutual fund, hedge fund, or any other index over the same period. I think it would be most helpful to focus on whether or not you are achieving better than our worst case (i.e. 67% annualized) in your own trading.
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