Futures Truth Magazine tracks many mechanical trading systems. Look at the worse ones that they follow and ask them about the ones they no longer follow.
"We do offer private opinion letters and detailed reports on systems that we are currently tracking as well most that we no longer track." http://www.futurestruth.com/trackedA_L.htm
Actually the first one works and the second hasn't been extensively tested so this may not be what you're looking for haha. Machine learning based systems significantly depend on the data you provide so it may be profitable or unprofitable given different inputs.