Alright for the past month I've been trying to form a decent strategy. I learned about backtesting and developed a VB.net program to sift through the data. I tried a bunch of short-term systems I found in trading books, you know buy-and-sell given a bunch of of indicators such as volatility, consec. number of up days etc. After endless hours of tests I finally found one that was at least profitable on a well known etf an corresponding index.( The trade results turned out to be the same). This is the first test that even showed profits. After you see the chart you see that it goes thru one big period of losses and then an long string of relative wins. The question is does this show promise? or should I throw it out with the other losers?