> but notice how, for example, from the previous calculations the problem of trading is less of a “technical” problem and more of a market, risk management, money management, statistical kind of problem.

I agree. It just happened I built such system already which models strategy over significant period of time, and accounts statistical/risks indicators, transaction price, sleepage, etc. I built it for forex eur/usd pair (probably hardest market to beat), while results were positive, I decided that they are not strong enough, and I keep wondering since then if predicting patterns in commodity futures is easier, and I should try to relaunch my effort..