Which strategy still works these days?

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Do you believe that the strategies have expire time?

Is market algorithm train itself to have more losers? 

Which strategy used to work well but not now?

I will be appreciated if you answer theses questions. 

 

This is my take:

1. Market makers change their behavior and this causes strategies that worked in the past not to work forever.

2. Many of the strategies that seem to have worked in the past didn't really work. They are just over-fitted to past conditions.

3. Strategies becoming widespread eventually loose their effectiveness. 

4. Strategies are good to stay disciplined in trading but the major decisions of trading(like when to trade, what to trade and which direction) are to be made by the individual.
 
In our time, those trading strategies work, the creation of which was spent many thousands of hours by professionals who are highly qualified specialists in the field of IT, physics and mathematics.
 
mmarry sadr:

Do you believe that the strategies have expire time?

Is market algorithm train itself to have more losers? 

Which strategy used to work well but not now?

I will be appreciated if you answer theses questions. 

Strategies that exploit a specific bias may have shorter term as those hedge usually close. Usually they have greater return rate,

Other strategies which work on more fundamental market behavior may work indefinitely. This one usually have lower returns.

 
Some strategies already worked for tens of years.  But any of these strategies have decline period. Hope this help.
 
mmarry sadr:

Do you believe that the strategies have expire time?

Is market algorithm train itself to have more losers? 

Which strategy used to work well but not now?

I will be appreciated if you answer theses questions. 

Every strategies has its own limitation. But I believe everything could works if you have the data to support. Means you have to backtest the strategy for a long period of time. I already done about 5 years of data consist of more than 1000 trades and still working until now. 


As long as the strategies could give yearly return, then it's working.

 
Every public strategy is created for trader to lose money.
You can earn money from trading only if you understand how market works and you take advantage of it.
Hard to get, but it is reality that most of traders dont want to hear.
 

Every public strategy is created for trader to lose money.

Such words violate human rights to honor and dignity of authors of CodeBase advisors

Because published in CodeBase codes and strategies are open and accessible to everyone

 
As long as a strategy is built based on smart analysis, concepts  and statistics, that should continue to work more or less into the future. Market reactions can make it more profitable or more risky, but the base of the strategy should be respected.

If a strategy is overfitted to produce 100% of win ratio or similar, it probably never worked fine outside of the strategy tester.
 
Igor Zizek #:
Every public strategy is created for trader to lose money.
You can earn money from trading only if you understand how market works and you take advantage of it.
Hard to get, but it is reality that most of traders dont want to hear.

I don't agree with that. You an also make a lot of money using a simple MA cross strategy, if you use it in the right period and in the right way. All strategies can be good and all can be bad if used without any consideration...

 
mmarry sadr:

Do you believe that the strategies have expire time?

Is market algorithm train itself to have more losers? 

Which strategy used to work well but not now?

I will be appreciated if you answer theses questions. 

Yes, but with an exception.
It is true that many fully mechanical strategies which work, even for months or few years can decrease in performance or even start losing. But same strategies if do have an solid edge or alpha will not keep losing forever. It all depends upon the quality of strategy. No strategy will keep working all the time, forever but there are very few strategies which will not gain much during unsuitable conditions (depending upon the strategy type). They are not taken off the charts and generally considered all-weather or work for decades. But note that such edges are not easy to find.

Market noise, dynamics, and geopolitical factors can keep markets in states long enough to decrease expected performance but if your strategy has a robust and strong edge, it will bounce back over long enough number of trades. And if you have tested your strategy well, you will know what trade sample size you would need to know that strategy is totally broken or if it is still within expected past *bad* performance. So it all boils down to how much extensively you have robustness tested your strategy, for how long (different market regimes) and how objective you are in comparing your backtest statistics with current live or forward-test statistics. A good trader works with probabilities and not hunches or discretionary decisions.

As for "market algorithm", this term is used too often these days and by too many without exactly knowing what it is and what it means. I would just say that markets (each liquid market) is affected by too many factors and entities so some people believing that some special algorithm run by some special cartels moves the markets exactly as they want AND all the time would not be thinking rationally. Smart traders can make money from multiple markets if they know what they are doing, know their strategy well, know when to trade, follow strict risk management and trade with probabilities in mind.

Hope this helps.

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