1. win rate too high?
Not exactly. 60%+ system is not bad at all. And there are short-term systems that holds a > 50% that does consistantly for the ES and SP, for at least 10 years, I think it had a Sharpe of 1.7
2. not enough data? Yes, this is the biggest problem. 3 years of data is too small to make any conclusions.
3. too many trades? Ummm... interconnected to 1.
4. WL Ratio? Ummm... 1. + 3. = 4.
OK, to the point. System Development, just like a discretionary trade shows the character of the person as a trader. Oddi, obviously, has found a style of character which he wants to see in a system... which fits his trading tolerability.
The best way to find a system that works is to execute it. You might get a lot of hesitation at first but just put those trades in. You'll build a iron-glad discipline to follow them which makes it easier to trade and develop multiple strategy systems to make a good diversified portfolio of systems.
Regardless of what people think, a system trader, first has to develop a strong discipline to follow the system they decide to trade, no matter what. What most people do is they develop a system that makes consistant money (which is hard ) and also, to fit their style which they have no idea about.
The latter not needed. Until you can say, "I can trade any system of any kind without any personal conflict." , there's no point in developing any system because you'll be dealing with unneeded bias, rather than what you really have to deal with.
), amiga is a dead duck. Ten years is a market rotation point, along with 5, 30, and 3 years, I think. Of course this has been only my backtesting experience.
So Monday might be fun to watch.