Well... This is actually kind of impressive.

Autocorrelation periodogram approach calculated dominant cycle long bandpass filtering <----- try reading that to someone

With some slight tinkering (e.g. removed smoothing, adjusted peak decay & whatnot).


[Linked Image]

Quote

Monte Carlo Analysis... Median AR 3932%
Win 0.73$ MI 22.12$ DD 0.24$ Capital 6.58$
Trades 166 Win 51.2% Avg +8.7p Bars 8
AR 4036% PF 1.37 SR 0.00 UI 0% R2 1.00


166 trades on a single (!) day with 1.37 PF (fees included)

[Linked Image]


Think I won't take a look how miserably it fails on other days.
Too much hopelessness already.