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