Whenever Chipotle Mexican Grill breaks away from the price of Litecoin USD, you can enter a trade on Chipotle. Only 6% maximum drawdown.
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I obviously posted this because it shows you can make a bad trading system out of anything.
1. The look back is too short to have any significance between LTC and CMG. Its just going long or short when there is a price difference. 2. I clicked through my list of symbols and stopped when I found a profit, which is totally biased. Most of the time it didn't work between other cryptos.
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3. There is no stop on the system. In reality you can't leave a position to go the wrong way. 4. It takes more analysis than I did to get this system going.