So based on the above entry and exit condition and a quick...

So based on the above entry and exit condition and a quick optimisation - 8 products are offering good return. I'd only pick the products that are also generating return in the out-sample period (entire year of 2017 in this case).

The sample size is around 100-300 trades in total over 8 months so should be a good gauge to see if the above strategy is robust. I was quite happy with the result and would look to test further on trailing stop etc to see if I could further improve this model.

87% return within 8 months and a 4% drawdown.