Quote from stevedevon:
....Clearly it will be eaten alive in the live market....
You are not really going to trade it with real money< are you?
Those are the only results that matter.
Clearly if we remove $25 per roundtrip, or $2500 from the backtest, we still get 150+% return. I have no idea what would suggest to you it would be eaten alive by the market, as it has been incubating for quite some time, with the real version quite a bit better than this.
If you have better results or know someone who does, have them post here. It's stupid to think that a top 10 S&P system is common or that they are everywhere or that anyone can create one.