How to come up with a trading system in which there would be only profitable trades and no unprofitable ones on a long history of tens of years? Very simple.
To do this, you need to find tools, which are always growing. As an example, futures on rates, such as 10-year US notes or 30-year US bonds. Why they always grow is another question — briefly, this can be explained by contango between neighboring futures when switching from contract to contract. At the same time, on a glued futures, the old glued contacts are shifted down, therefore, the general futures tends upward.
Here is an example of a glued 10-year US note futures over a long period.. It will continue to grow.
You can also use American stock indices — they too have always grown and will continue to grow.
The essence of the trading system is simple and only works from a long. When the current close on the days is less than the close for the previous ones 20-50 Bars, open a long position at the low price of the previous bar (limit order). After opening a position, set a small take profit, for example, for SP500 futures– 4-5 Ticks. No stop — why is he if the price will rise anyway. :)
That's what, for example, obtained for SP500 futures, built on the bars of the regular session. Not a single losing trade! :)
All years in profits from 2 to 32 one thousand dollars. Trading is carried out with just one contract.
The same picture is obtained for futures for American decades and thirty years.
It should be noted for the lovers of profit–factor that here it is equal to infinity. Just a dream.
Such charts, but not quite so beautiful, certainly, usually put up, sellers of trading systems for TradeStation, where only closed deals are shown. Many buyers fall for this reception. The thing is that drawdowns are not visible here., and they are quite large. That's why, I will be more honest than sellers and show how it looks in reality.
Here, for example, previous thirty-year futures chart
SP500 Futures (regular session only):
Or miniSP500 futures (round-the-clock session):