SunnyDays trader's profile

I have spent over 5 years and thousands of dollars struggling to develop EAs and a single strategy that can profit over various market conditions as evidenced by a minimum ten year backtest. IMO, to profit on backtesting only means you have a chance to profit in live trading.

I had to greatly modify my goals and expectations in terms of profit - going from a strategy that could produce 100% + return per year (but in backtesting potentially crash an account in certain years) to a strategy that could produce 1-10% return per month but only have 20% dd over a 12 year backtest.

This is the strategy I now go with and I believe this approach will stand the test of time and will ultimately attract large funds to my managed accounts. Being a large fund money manager and CTA is my goal.

My EAs and strategies can be incredibly complex but, in short, I trade off of short term momentum aligned with longer term momentum. Emas, trendlines, time windows, breakouts, pullbacks, etc. are all part of the EA. I won't use martingale systems. My strategy is to trade with only 2 or 3 of my best pairs, limiting trade size to a precise formula developed from 12 year backtests in which i determine risk based on a max 20% draw down result derived from long term backtests.