@W3hunter, just on hindsight / look ahead bias. Some of these systems that we've developed over the years have given "the signal" a couple of days late which gave a bad entry and hence returns are a lot lower, while on the chart they looked great.
I.e. an ema crossing the 61.8 fib, without a pre-emptive discretionay entry, we could be looking at a buy price 30%-50% higher etc. etc.