If a system is shown to be a winner in the past and is implemented going forward, even if it continues to be a winner short term, it will eventually cancel itself out as a winning system because the market will adjust prices to eliminate what it recognizes as an inefficiency. From a practical standpoint a retail trader finding such inefficiency is about as likely as a high school biology student finding a cure for cancer. It’s a waste of time trying to devise a strategy to beat the markets. And it's even more non-sensical following someone else's system. Winning traders have no system. They are rigorous risk managers of course. But they trade not on any predetermined set of rules. They improvise and adapt to circumstances in an effort to make money.