Quote from bwolinsky:
Yes, because Jack's current version didn't work, but had periods that looked amazing. Mostly they'd have a couple large drawdowns and that's it for the profit. Removing the sell on close was the first step. Optimizing the volume for ES contracts was the next, and now I'm at the point where I have enough data to optimize a couple of the stochastic exit conditions. We'll know tomorrow whether it worked or not with just the sell on close and the optimized volume conditions modified.
So, yeah, with mods it works, without them in its current form not a chance in hell of working.