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Here is one of the "Magic" trading strategy which mixes fractal theory with neural networks. This test is done on Indian markets for duration of >20 years. Strategy delivers >20% Annual Alpha no matter what's the market condition. It was +ve in 2008, 2010, 2011 (>20%) and is +ve in 2012 (>10%).

For more details contact @ ajitk2003@gmail.com

Statistics | Charts | Trades | Formula | Settings | Symbols

Statistics

	All trades	Long trades	Short trades
Initial capital	10000.00	10000.00	10000.00
Ending capital	5727463.91	5727463.91	10000.00
Net Profit	5717463.91	5717463.91	0.00
Net Profit %	57174.64 %	57174.64 %	0.00 %
Exposure %	40.32 %	40.32 %	0.00 %
Net Risk Adjusted Return %	141802.18 %	141802.18 %	N/A
Annual Return %	21.13 %	21.13 %	0.00 %
Risk Adjusted Return %	52.40 %	52.40 %	N/A
All trades	522	522 (100.00 %)	0 (0.00 %)
Avg. Profit/Loss	10953.00	10953.00	N/A
Avg. Profit/Loss %	1.31 %	1.31 %	N/A
Avg. Bars Held	6.79	6.79	N/A
Winners	250 (47.89 %)	250 (47.89 %)	0 (0.00 %)
Total Profit	10236114.23	10236114.23	0.00
Avg. Profit	40944.46	40944.46	N/A
Avg. Profit %	4.23 %	4.23 %	N/A
Avg. Bars Held	10.13	10.13	N/A
Max. Consecutive	10	10	0
Largest win	532267.64	532267.64	0.00
# bars in largest win	39	39	0
Losers	272 (52.11 %)	272 (52.11 %)	0 (0.00 %)
Total Loss	-4518650.32	-4518650.32	0.00
Avg. Loss	-16612.68	-16612.68	N/A
Avg. Loss %	-1.37 %	-1.37 %	N/A
Avg. Bars Held	3.73	3.73	N/A
Max. Consecutive	7	7	0
Largest loss	-237632.73	-237632.73	0.00
# bars in largest loss	6	6	0
Max. trade drawdown	-293532.60	-293532.60	0.00
Max. trade % drawdown	-17.75 %	-17.75 %	0.00 %
Max. system drawdown	-608610.16	-608610.16	0.00
Max. system % drawdown	-17.75 %	-17.75 %	0.00 %
Recovery Factor	9.39	9.39	N/A
CAR/MaxDD	1.19	1.19	N/A
RAR/MaxDD	2.95	2.95	N/A
Profit Factor	2.27	2.27	N/A
Payoff Ratio	2.46	2.46	N/A
Standard Error	855554.46	855554.46	0.00
Risk-Reward Ratio	0.17	0.17	N/A
Ulcer Index	5.97	5.97	0.00
Ulcer Performance Index	2.63	2.63	N/A
Sharpe Ratio of trades	1.60	1.60	0.00
K-Ratio	0.0184	0.0184	-1.#IND