Long time no post for me. I have finally finalized and launched my mechanical trading system after 15 months of development. I made 9 revisions to the original. The system makes an average of 45% per year and trades close to 100x per year. The only fault ive seen so far is not in the system but...
Win % rate is 66%. Max drawdown is only 10-12%. The longest string of negative territory is 4 months. I trade about 40 times a year, about 3 times per month. The only downfall to the system is that to achieve the 30% per year I need to risk 5% per trade. However, I am comfortable with that based...