Quote from Murray Ruggiero:
In the markets, if you trade what is popular and people think should work you will lose money. The N-Day Breakout is the least popular methodology in the poll, but it should not be.
In order to show this point I have run a group of 8 markets using a 20-day channel breakout in TradersStudio 2.0 beta, since 1970. I deducted $75.00 slippage and commissions.
This report has a lot of good stuff in it, from summary, trade-by-trade, monthly breakdown, annual breakdown, correlation between markets and more.
If people are interested I will run more portfolios in TradersStudio. If someone wants to decide on trading rules for the other methods and post TradeStation code, I will translate it and run this analysis in TradersStudio this way we can find the actual winner and not just opinion