And how would you suggest I look for that? (i.e. discriminators) - this is what me & Cal have been itching to understand
So 450 swing trades (averaging +3.92% RoS) isn't enough of a confirmation?
But the definition of the death of a strategy would be a (roughly) 0% return on stake (slightly more negative due to commission; maybe -0.4%). Yet after 450 trades it's losing -1.22% on average per trade.
Technically speaking, because the strategy mentioned is taking multiple trades a market at times. Commission has actually been unfairly overemphasized in the data