It always seems to happen right after you either optimize or find something new, that the first batch of trades sucks. I rolled out a "scalping" system this week which during backtest had over 90% wins and an average trade expectancy of ~$200/contract. So, what happens? I have an 83% win rate through the first 18 trades and an average expectancy of -$32/contract per trade. The reason for the negative expectancy is that it's deliberately designed to have very few, but big, losing trades. I can probably work on optimizing the exits, but since I had such good results in the backtest, it wasn't of major concern. To make matters even more annoying, I got stopped out by a single tick on a CL trade right before the Fed minutes, when the move right after the Fed minutes would have made that a winner. In my backtesting, CL hadn't had a losing trade in a month and now it's had two in week of live trading. Whoever says this crap is easy is kidding themselves.