when backtesting over a longer period of time say 6-7 years 99% of the strategies I have backtested will either have breakeven or negative expectancy, I have backtested over 100 strategies-- only options non directional selling has a positive expectancy which is also dropping YOY ..How are people beating the Market returns? the huge variable cost and slippages will stop retailers from scaling a 54% hit rate strategy(the best one I have apart from Non-Directional) Maybe I am missing something huge or we are all doomed
