I have always been interested in seeing what other people can come up with when it comes to fully automated trading strategies. By that I do not mean them actually revealing their strategy logic (why would they?) but rather providing a glimpse of what risk/return/drawdown etc. their strategy can achieve. So here is what I would like to see ideally in this thread. Whoever has a strategy that is fully automated (purely mechanical), please share some of your backtested (or better yet traded) results. The only requirement I pose here: only include OUT OF SAMPLE tests of your systems. By the same token, here is what I wouldn't like to see: a bunch of people saying it's impossible to come up with a purely mechanical trading strategy. To be fair I am attaching a snapshot of one of my strategies, I hope to see many others.