One thing to make clear is that the strategy description one gives to IB is not to the level of detail that âtheyâ have anything of use and will trade in front of your orders in the future. I predominantly trade pullback strategies so I probably wrote something like âlooking to enter futures or equity instruments after a substantial pullback from their trend and hold for one to ten daysâ. I donât think IB or any one reading this board is going to take away my âsecret strategyâ for making 100% per month from the above statement. Also anyone who has some trading experience knows there is no strategy to produce 100% monthly results in a consistent manner. However, there could be one strategy that will produce these results in a particular month, so the challenge is really which rocket ship to ride this monthâ¦.
I really doubt that most of the winning strategies are sustainable, as gusy pointed out. They could have bet the farm and shorted NEW and LEND for all we know... One of the winners last year said he tried to create a NN estimator but gave up and bet his entire account on GOOG (the day before it was added to the S&P).