I've pretty much taught myself everything I know about trading, and I've put together a fairly basic, but good system. I backtest on a database of all US stocks (and ADRs) for the past fifteen years, though I do use filters. Anyway, what I would like to know is what is it reasonable to expect as far as percent profitable? My current system runs 66.4% profitable over the past fifteen years, and 86.1% profitable over the last year. I also realize a lot of people are more concerned with positive expectency, but for purposes of this question I'm more concerned with forecasting ability. So what are your best systems doing? I should also mention that I get at least ten trades a day out of my system. I'm pretty sure anyone can design a system that shows one trade a year that's profitable.