We Found The Holy Grail of Automated Trade Strategy...Then We Lost It

Impaled by a Unicorn

I was torn on whether or not to write this, but the need for transparency kicked in at the last moment so here goes.

We found it. It was the perfect strategy. It was correct 95% of the time. It had an annual drawdown of less than 1%. It made over $200K on a single contract in one year.

We were ecstatic and felt like kids the night before Christmas. We’d …