Recently, an updated rating of trading systems according to FuturesTruth appeared. All in all, in the last two years the impression is, that this rating is gradually degrading. Cars take the place of people. Four first places and six in the top ten are systems made by the program for generating trading systems . In other words, just kurvfitting optimized for one instrument. But, Fair, it should be noted that the old, previously considered robust, systems, according to my information, are not going through their best period. Some kind of systemic crisis has come. :)
Here 10 the best systems for all the time since the system entered for monitoring in FuturesTruth.
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http://www.futurestruth.com/top10sincereleasedate.htm
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And this is 10 better systems, for the last year since July 2011 to July 2012 of the year. There is also a 'dominance'" TSL, and you can also note, that the vast majority of systems (aj 7 things) designed for trading American bonds. The trick is, what if you just buy bond futures in July 2011 year and sell in July 2012 of the year, then the result would be no worse than the table, and maybe better. Remarkably, that the famous' kurvfittingist" Ruggerio, still overtook the car, but nothing surprising. For several years now, its new systems have been in the top ten, but then they disappear and new systems appear, that is, the old ones work only on the optimized period.
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http://www.futurestruth.com/top10past12months.htm
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By the way, the program for generating TSL trading systems is quite expensive, they even hide the price.
There are programs much cheaper, though, maybe, they are not as effective. For example, worth it all $1495 и генерирует системы для TradeStation и Multicharts — just produces ready-made scripts in EasyLanguage. There is also a trial period, that is, you can use a few days for free.
