I have never traded futures and cannot say whether this strategy works on any financial markets other than the forex market.
I think somebody is fooling the people here. A profile was made and for a long time that profile made no postings at all. Then suddenly continuously postings that would attract Marketsurfer immediatelly. But he does not appear. Why not? I know nothing about trading and can hardly count till three, but did somebody check all the figures? Do they match? This thread is a lost of energy.
Just to clear up any doubt Nobody I'm not Marketsurfer. However I do understand your dubiety to my claims. The reason for no posting is entirely due my participation in creating the said strategy. The figures cannot be checked at the moment as I haven't published the spreadsheet containing all the trades nor the full metrics derived from that data.
syswizard, I don't believe I have built the holy grail as I cannot promise that tomorrow or the day after, the system could crash and burn and just have been a flash in the pan. Only time will tell how good the system is!
I built several systems using the CCI and never thought it provided much of an edge. Here's a technician who flat-out thinks it's not usable alone: http://www.moneyshow.com/articles.asp?aid=TradingIdea-28058