On this forum, I see a lot of people discussing various trading systems etc., but see very little discussion about actual trading performance (especially over extended periods of time) and the underlying systems that generated that performance. Does it mean that those that are profitable don't need to be here? I might be wrong, so I'd be keen to hear if there is anyone who has made consistent profit with a SINGLE strategy (along with KPIs such as Sharpe ratio etc.) over a period of one year or more. In this way, we can start talk about things that REALLY works instead of things that MIGHT work. Start posting!