I would like to ask our experience traders to answer my question below. Unless you are a trader that consistently makes money do not answer please. I am looking for a knowledge and not an opinion. The former are scarce, the latter are all over the place. I have been in a lot of stages of trading. Starting with emotional gut feeling trading, through indicator trading, up to strategy trading. I am still working on the last one and here I need your help. Back in the past I realized no one can predict a market (what a huge step forward in my trading), then I realized that there is no holy grail indicator (again a step up). Now I have back tested tens and tens of strategies, most of them my own. Some of them are pretty profitable and others are not. What I find myself always doing is that once I find a profitable strategy I back test it on a multiple stocks and I always find some that the strategy does not work well with. Then I try to tweak/optimize so that it will always work well. But then, after spending countless hours on this, I realize that I am again chasing a holy grail strategy, that I already know does not exist. So I am not asking you to solve this for me, but a good kick in a good directions would be appreciated. How do you get to the point that you are comfortable trading a strategy? Do you back test it on a single stock only? Strategy may work in year 1 but not year 2 or for stock 1 but not stock 2 . How do you make the call for a good strategy? What are the criteria? Thank you.