Puzzled

[njpowell@xxxx]

I have been playing with Automatic Analysis and I'm puzzled. My 
system is basically buying/selling and shorting/covering on a 3 day 
moving average.

My formula is simple:
Sell = Cross( MA(Close,3),Close);
Buy = Cross( Close,MA(Close,3));
Cover = Cross( Close,MA(Close,3));
Short = Cross( MA(Close,3),Close); 

My settings are:
365 day test
Initial amount = $2000
Long and Short
I use Scottrade.com so $7 per trade
Long = Buy and Sell @ Open
Short and Cover @ Open
Maximum Stop Loss 5%
Trailing Stop Loss 5%

Every stock I've tested has made money and usually in the 500% to 
5000% range for Return on Account. With the MA only being 3 days, 
the number of trades is high(usually 60-80) but commissions do not 
account for much over the year span considering the outcome. 
$7*70=$490 to buy/short and $490 to sell/cover = $980 for the year. 
The percent trades profitable is usually better than 85%.

What am I missing here. I have to be doing something wrong because 
this is too easy.