I will journal the results of my trading system here. It is a day trading system on the stock index futures. Daily win rate is about 65%. Average winning day about the same size as the average losing day. The graph shows a sample of daily returns in % or R multiples (assuming 1% is risked per trade). As more than 1 trade per day is taken, the system can lose more than 1% in a day, however days of losing more than 5% in a day are very rare. The system averages about 25% (or 25R) per year with a 15% draw down expected in a bad year. There are about 110 trading days per year where at least one trade is taken.