“Please Send Me a Trading System!”

“It should produce 150 pips per week. With the best indicators that you know. How much does it cost? Please also send live histories of your top systems.” 
Although we often get such requests, we still don’t know the best indicators and can’t send live histories. We do not invent systems, but program them from clients’ specifications. And we do not trade them, except for testing. But after almost 1000 systems, we can see a pattern emerging. Which strategies do usually work? Which will fall apart already in the backtest? Here’s a ranking of all systems we did so far, with a surprising winner. Continue reading ““Please Send Me a Trading System!””