What's your best system for a stock index compared to dow or sp returns?
There is no "best", you have to define "best", I stopped number of years ago on developing to get best winning percentages to opposite, working on getting lowest percentages, has made huge difference, lower that gets, drawdowns go lower, let's face it, when drawdowns go lower-then you can pile on volume. So "best" can be lowest losing percentages but that doesn't mean it is most consistent or greatest "mean" or total profits or lowest drawdowns per lot or for the week. I use some 150 stats I have developed for my own observations, I don't use what most folks use cause I think it is too aggressive. For me I don't use trading as a means of support very much, I have had businesses from trading. So when you can get the stress off, you can do much better in decision process, but even so, I work at my craft 80 hours a week.
If you seeking what produces greatest profits it is very long term commodities and options on stocks. Day trading/scalping has become a consistent revenue as long term profits comes in chunks or some years even. Scalping systems produce some of the lowest losing percentages for short term for me, but when I have a losing day, very huge, but if t wasn't for all the back testing I have done, I be a nervous wreck. I do 98% trading in my 401k which was started in 1985, not taken a dime out of it yet, 32 years, LOL. But I love what I do, but when I get done with 3-4 more surgeries, am out of here. Good health is my illusion.