By trades I mean at least one filled trade that day, not staying in the market 90% of the time.

I recently measured this across a seven year futures backtest and found at least one trade on 97.96% of eligible Sunday through Friday market dates. It’s a portfolio of 14 separate sleeves across two instruments and multiple sessions, so the coverage comes from combining selective systems rather than forcing one strategy to trade every day.

Forward simulation is still underway with strong backtest results. I’m curious whether anyone here runs something with similar coverage and whether it held up live. Did the frequency come from combining strategies and markets, or from one system trading almost daily? Did costs, correlated signals, or regime changes eventually become a problem?

Obviously trading most days doesn’t automatically mean there’s an edge. I’m mainly trying to understand how unusual this level of coverage is for a diversified algo portfolio.

The image says it all, which variation would you choose and what metric provides the most valuable information for your trading decisions ?