trading COCOA using mechanical systems

[Mark Johnson <janitor@xxxxxxxxxxxx>]

This weekend I fooled around with backtesting
software, looking once again at several
futures trading systems that use the exact
same algorithm and the exact same parameter
values to trade all markets.  I found that
(among these systems) there weren't ANY
parameter settings among ANY of the systems,
that made money trading Cocoa when commissions
plus slippage is $100 per round turn.  Not
a one, none, nada.  The empty set.

So I thought I'd ask: does ANYONE have a
mechanical trading system that makes money
in historical backtests on Cocoa futures?
Anyone?

Thank you,
  Mark Johnson