While working on a couple different trade strategies, I found an interesting trend. The more time I spent with implementing an algorithm, the less profitable it turned out to be. Quite frustrating. The most profitable algorithms were also the simplest. Have you made similar experiences? BTW, these are the algos tested so far: Simple frequency filters - Sharpe ratio ~ 2 Seasonal trading, AI based - Sharpe ratio ~ 1.5 Curve pattern detection, Frechet algorithm - Sharpe ratio 1.2 .. 1.5 Support/resistance, AI based - Sharpe ratio 1.0 .. 1.2 Price action, AI detected bar patterns - Sharpe ratio 0.9 .. 1.2 Conventional TA, f.i. RSI, MACD etc - Sharpe ratio below 1 For comparison, I've read that professional human traders achieve a Sharpe ratio in the 1.03 area.