# Should a strategy backtested against three years of tick data continue to produce positive results?

Let's say we have a Binary Options 5-minute trading strategy that relies on multiple indicators and exploits price reversals in currency pairs. Now let's say there is a combination of inputs for the strategy's indicators that work really well together and produce a 65% average win rate when backtested against three years of minute-by-minute tick data.

In theory, can we expect this strategy continue to produce a 65% average win rate?

For one of the indicators, we use a Polynomial Regression Channel of length 250. This tells us when the price spikes outside the recent average price range and thus offers a clue as to when the price will likely reverse.

In testing such a strategy, I have noticed that some days it performs extremely well (sometimes yielding a 75% win rate with 12/14 trades winning) whereas others it bombs (20% win rate with only 2/10 trades winning).

For example: You have $100 and invest it in this strategy. DAY: 1. You hit jackpot, yielding you 12 trades that make you 10% each and you now have $314!
2. You hit a wall and have 10 trades that loose about 20% each today you now have $27 3. Now with $27 even if you make 20% off of every trade it will take you more than 13 trades to make back what you lost in just 10 trades