all market condition's are different , one system which makes money in trending market will chop us in rangebound market , so pure mechanical system is not worth , u have to know which system is best for current market condition's and to apply that .
most important having a system alone cannot make u profitable , main thing is implementation and trade with disclipine .
see u have a well backtested system , say u apply on bnf , and a 500 point gain is in current day and after 500 point ur system generates a buy signal , will u buy on this signal or wait for some cooling down ? this discretion distracts from disclipine and some times we pay for it .
if u have any system in mind , outline it , we will discuss .