Anyone found a strategy that actually shown some legs in backtesting???
Ive tested trend, breakout, momentum, mean reversion, RSI, Bollinger, shock reversal etc.
So far most are either negative after fees, fall apart in the later periods or dont yeild enough.
Not looking to copy someones settings, just hoping for a direction thats worth researching properly.
Any ideas or studies that have actually yeilded something promising?