I agree, same problem with trading competitions. You can harvest many strategies (including opposite bets) then keep only the best surviving ones.
In stock, I have a 25+ years, succeeding on almost all indices, positive strategy (backtest only, for no reason except lazyness & time constraints, for real). I’m glad that Darwinex is in the process to launch micro-indices cause I’ll be able to diversify further and maybe act more clever / complexify w/ scale in and outs
I also have a nice positive expentancy algo strat on EUR/USD (longlasting again, 10+ years)
Unfortunately I lost my developpement/results so cannot show now. I’ll have to rebuild it from scratch next.
This one is forward-tested for robustness.
Both carry quite minimalistic logics, under-trade (between 1 trade per day and per month maximum), so they aren’t sensitive to commissions and are definitely not curve fitted / over-optimized (on the first one I use almost zero mathematic formulas so hard to work out any parameters to commit a temptation fault! )
Finally, my personal discretionnary trading, which used to be not suited for Darwinex - pyramiding a lot exponential quantities (neither for most of ALL retail brokers: I got categorized as “toxic” and punished nastily by many )
Typically (I have won 3 times 100k-150k € in 24h to 72 hours starting less than 10k €. Also lost such amounts, especially after they changed drastically my trading conditions. 🤬🥵I used to trade past the broker quantity limits... at GFT I remember holding 1250 lots of Dax CFD while their hard stone limit was 1000, they didn’t respect it, I bypassed their security check and they never reacted)
I just need to find time to work out / adapt the automated ones to Darwinex : ban me from the forums to help out