I have been running Z's for a while. As someone new to automated trading, I figured the Z's would serve as Proof of Concept. If those definitely more experienced and probably smarter than me couldn't put together winning systems, what chance had I?

The SNB action messed up both Z12 and obviously Z5. Z3 seems to be the only one not (directly) affected, and therefore the only one surviving to fulfill the original PoC objective.

My Z3 has been running since 2014-04. It's been updated with the new versions as they came out. Z3's high point was 2014-11 - over 100% return - things were looking really good! I've not removed any winnings, instead reinvesting by raising Margin weekly per the square root rule when there were winnings (and leaving Margin unchanged when not). Since 2014-11 Z3 has been losing and is now in the red (relative to original CR). In short, over ~1.5 years Z3 is essentially flat. Disappointing to say the least, and putting PoC seriously in doubt...

Is this experience consistent with everyone else's? Or is something wrong with my Z3?

Thanks.