Rate-of-Change Momentum

+1.61bp per trade doesn't clear 1.5× the round-trip cost — fees and slippage eat most of what the signal earns. Historically, 38.3% of ALL graded strategies also fail this (N=141).

Try: Aim for bigger moves: slower timeframe, wider targets, or fewer-but-better entries (tighter conditions). Each trade must be worth paying for.

Simulated at responsible sizing, the worst drawdown hits 54% — deep enough that most people abandon the strategy exactly at the bottom. Historically, 24.8% of ALL graded strategies also fail this (N=141).

Try: Cut risk per trade, tighten the catastrophe stop, or reduce concurrent positions. An edge you can't hold through its drawdown is an edge you don't have.

Performance collapses between the training and test periods — the parameters fit historical noise, not a repeatable mechanism. Historically, 3.5% of ALL graded strategies also fail this (N=141).

Try: Simplify: fewer conditions, rounder parameter values (RSI 30, not 28.7), wider regime windows. If a small parameter change kills it, it was never real.