Hey Lapsa,

I'm just wondering if you tried to trade with one of the Z strategies?

I can suggest you looking at ETF buy/hold/go-in-cash type of strategies also known as TAA (tactical assets allocation)

One of such strategies in Zorro - Z9: Long-term momentum based sector ETF portfolio rotation.

Another one I have manually tested and use for the last year live (and it works quite well) is called Stoken ACA

Here is my own backtest (made in Python, not Zorro) - https://katlex.com/stoken/ - you can find a link there with in detail strategy description.

Results: 12.5 CAGR, 20% max drawdown for the last 14 years - I failed to find more history since I'm testing on ETFs.
This is trading without leverage.

Also here is an article to learn more: https://alf.katlex.com/blog/why-tactical-asset-allocation

I hope this could at least give you hope that algo trading or quantitative investing could be profitable over a long run.

You only need -
1) realistic goals
2) large enough capital
3) carefully back testes strategy
4) patience and time