Yesterday I finished working on a system that took me almost a year to develop. It is fully automated end-of-day stock system, based on pullback type entry for long trades and support penetration for short (both entries use next day market orders ), with trades lasting about ten days. Results shown are on a 150 Nasdaq stock portfolio,investing 10% capital per long and 20% per short position, with a round turn slippage of 0.8%, IB commissions, and margin loan rate included, trading round lots. What is interesting is that the results are more or less the same ( 5% +/- ) and consistent (on quarterly basis) on virtually any portfolio I tried it on, as long as the portfolio is large enough to disperse the risk (more than 100 stocks). It doesn't matter if it's a nasdaq or nyse stock, large or small cap, with good or bad fundamentals...as long as it has enough stocks, the result is the same on every portfolio. I tested it on more than 20 different nasdaq ,nyse, mixed portfolios that do not include any of the stocks that I used to develop the system... tell me what do you think... Is it possible to achieve these results in live trading, are they what I can hope for when I start trading it for real? Since initial position size will be 100-300 shares, opened with market on open order. Is it possible to achieve even better results than simulated? Are slippage settings an overkill ?