Many years ago I was once fooled too on a 15 min bar strategy trading the S&P Futs with Trade Station software, no real money traded on it, but the strategy backtested very well on 4 years of historical data. If you adjust parameters and then keep backtesting it better and better it's all just “curve fitting”.
Now my own human trading is successful scalping the NQ futs.
Many years ago I was once fooled too on a 15 min bar strategy trading the S&P Futs with Trade Station software, no real money traded on it, but the strategy backtested very well on 4 years of historical data. If you adjust parameters and then keep backtesting it better and better it's all just “curve fitting”.
Now my own human trading is successful scalping the NQ futs.