No I don't believe that such strategy exists TBH.

You can have an ideal unbiased WFO-optimised strategy but real-world Sharpe ratio that I usually see is about 1-1.5.

Meaning the ratio of CAGR vs Drawdown/Equity Volatility.

Also drawdown can persist for about 12 months even for the best strategies - so you need some patience to run them.

Strategies making 12% CAGR with reasonable max drawdowns (around 20%) are quite possible.

If you want more profitability that only goes for the cost of extra risks.

Selling options could be profitable IF done right. I've not yet got there myself.

I'm exploiting one ETF based strategy now live. Investing in cryptos long term.
Investing in some top signals of MQL5 with a small fraction of my portfolio.

And just started to play with Z-systems demo-only so far.


Of course that doesn't mean I'm right - that's just my personal way and experience.

You know, Larry Williams made 11376% in 1987 in a public contest with futures trading, turning $10k into $1147k in 1 year.
His max drawdown was over 50% during that contest.
That's an outstanding result, still - achievable.

https://distinct-radio-154.notion.site/Larry-Williams-87-5d242d40743044f880d73609eafa9069