LOL. When I set out to find the holy grail, this was exactly what I had in mind. I wasn't looking for gold. Since there were so many bad ways to trade, I figured it would be better to simply write the most hideous system with the largest drawdown and merely reverse the code. Unfortunately, it didn't work.![]()
That's the thing that kills me too. I'm not sure how often I've heard during interviews "well if it doesn't work you just do the opposite". Once you factor in commission and slippage you end up with another losing system
two wrongs don't make it right in that case