[pipdetector]

As to Killer-B comments -- I find them refreshing. It is important to get some counterarguments when you are "in love" with anything. Usually, they sound like pestering for someone who is "under influence", but later they start to make sense. Shortly, even RM and GT are not "the one and only" system. Although I am mostly GT invested I see the EAs shortcomings more and more clearly.

For one, no RM backtesting takes the swap charges into account and they may amount to quite a lot with the long held positions. So overall the system may be less effective than the tests show.