I recall fondly that when I began backtesting about eight years ago I discovered some really nifty systems. One of my favorites was "Buy Wednesday". It tested with tradeable positive expectation then, and I even traded it a bit. Cognoscenti of backtesting will perhaps understand why. In this thread I will revisit some of these early systems for the amusement of all. And perhaps I may even test some new systems for you. This is a simple system, as all truly profitable systems must be. I discovered over the years that if a system doesn't test well without profit targets or stops, it is self-deceptive to try to optimize it. The instrument is NQ. The period is all of 2007. Results include commission and slippage. The rule is simple: buy at the open every Wednesday, and sell at the close. It was a net loser by $1038, equity history attached for a typical poor-boy IB account of $5K.