Hy there I do not really believe that (short to medium term) single stock strategy trading will be profitable in the long run (unless it's HFT). But I beliefe that you seriousy could be earn money with arbitrage. I therefore studied a few academic papers and applied/modified an existing strategy that (in my version) invests in a 1week timeframe. I tested the strategy and the statistics are the following: stats (monthly * 01/2005-11/2011): mean (ann.): 17.8% deviation (ann.): 12.4% skew: 3.8 ex-kurtosis: 19.06 #pos months: 57 #neg months: 27 best return: 23.16% worst return: -3.68% mean return (if positiv): 2.62% mean return (if negativ): -0.90% yearly returns: 2005: +5.40% 2006: + 5.00% 2007: +9.00% 2008: +46.6% 2009: + 25.6% 2010: +6.2% 2011: + 24.8% My goal is not to earn money by investing my own money but investing others and earn a fee (maintenance&incentive). a) How long should my track record be to attract institutional money? b) If YOU would have this stats, would you give the strategy a "go ahead"? thanks for you replies and please apologize my English.