Here is a EURUSD GBPUSD EURGBP I started this week.  Running the Top 10 of each.  I run 5 years of data holding back the last month. Then set data horizon to the last month and recalculate (This imitates how they would have run in the last month.) Then choose the Top 10 sorted by Net Balance, filtered with Max loss of 2, min COT 5 and final sort by PF. It had a good week: