A very short-term system for a portfolio of US futures with an average time in a position of about 2,5 of the day. Looks pretty good at first glance, that's just the profit of everything $71 the deal is suspicious.
We set the standard slippage $25 per transaction per contract and as a result, the system collapses like a house of cards:
And this is not an intraday system, and a two-half day. So I personally do not represent an intraday system for American futures., which would have a positive expectation.
