Here's an interesting story: I was approached by someone who wanted to run his strategy auto. We've done some tests (forward with tiny test size) and saw an interesting thing: His strategy had a 85% mean average win rate. We got into an argument... He thinks he found the holy grail. I told him his strategy is not perfectly efficient. It would be much better if the win rate (winning percentage) was in the low 50s. What do you guys think?