From my savings I started out in marts 2008 fulltime trying to build fully automated systems. So far 10 months working on fully automated systems and I still have not found a stable solution. Living in Copenhagen, thatâs in Denmark (which is why my English a mess), the US market is open from 15:30-22:00 local time. Normally I program the models during the day and follow the market when it opens at 15:30. My focus has been high liquid US stocks. I have an account with IB which I connect to from MatLab or NinjaTrader, depending on what types of models I have tested. All my models so far are intraday. I have been working on different timeframes from 5 secs â 5 mins. These are some of the methods I have tested without luck: Pairs trading: scanning the equities in the Nasdaq 100 index for correlations/cointegration and trying to bet on the spread. No luck. Statistical arbitrage models using principal components. No Luck. Typical indicator models: Crossover systems, channel breakouts, ect ect. No Luck I am down to 3 models that I will give a go: Sector/etf models. Scanning for leaders and laggards in the first 30 minutes or so. Trading the gap. Trading around High/low of the day. Basically, I think it is my Trade management I need to work on and to keep the models much simpler than so far. I have also been day trading (not paper trading) a couple of months for getting a feeling of ordertypes/fills when going to be used fully automated. Any comments are appreciated.