Thanks The Ocho

I would often see a nice juicy filter that I would like to apply like Win% rank or something alike but often in the long run it does not continue.

My other thought was going to apply filters only to a system if there was a negative profit each year for that filter. For example if I removed 2 year olds from my selection as they gave a negative return each year of testing I'm comfortable with this in theory. But really that is classical back filtering.

Its a personal preference of my that a system should make a profit each year.