The main point of this thread is to share my, and your thoughts about strategies, and why they fail, what makes them good. the main objective of designing a strategy, is to make it profitable, and to do so, you have to design it based on few points, mainly: 1. technical analysis 2. chart pattern 3. human physiology 4. fundamentals now, put in your mind that all the market elements, weather it's stocks, futures, fx, etc.. they all should follow the 4 points mentioned above, meaning, if you design a good system, it is supposed to perform well on all markets, under all conditions! now, i have done some research, i ran systems that performed extremely well under e-mini's on fx, and shockingly, they were not even profitable! well, maybe the systems were over optimized over the e-mini's, so i gather few systems, for instance: 1. trend following system 2. counter trend systems 3. chart pattern systems i made sure there are no optimization values, and ran them on e-mini's where they performed at-least ok, then ran them on other markets, yet the systems shows variety of results, mostly were bad and non profitable! now the question that is popping in my mind, does the e-minies traded by humans and fx traded by aliens??? what are the elements that makes the , i.e. fx chart totally different in all means of concepts from the e-minis??? should i run my system in totally random series as a point of starting on designing a good performing strategy??? let me hear your thoughts, and thanks all for sharing.