As the title suggests I would like some help/opinions/advice on some results from the above tests.

Here are the confidence levels for the strategy with NumWFOCycles = 8

Code:
Confidence level     AR   DDMax  Capital
 10%                771%    47$  62$
 20%                739%    50$  64$
 30%                713%    52$  67$
 40%                690%    54$  69$
 50%                665%    57$  72$
 60%                644%    60$  74$
 70%                613%    63$  78$
 80%                581%    68$  82$
 90%                532%    76$  90$
 95%                487%    84$  98$
100%                432%    98$  110$

The way I see these results is that the strategy has a positive expectancy at all levels of probability. But that doesn't seem right to me.

So I ran the script with various Detrend settings (SHUFFLE+CURVE, INVERT, PRICES, TRADES, SHUFFLE, CURVE). Only 2 of these had an adverse effect on the confidence levels.
Code:
SHUFFLE+CURVE:
Confidence level     AR   DDMax  Capital
 10%                411%    67$  81$
 20%                373%    76$  90$
 30%                355%    81$  94$
 40%                337%    86$  99$
 50%                322%    91$  104$
 60%                308%    96$  109$
 70%                288%   104$  116$
 80%                266%   114$  126$
 90%                237%   130$  142$
 95%                228%   136$  147$
100%                163%   198$  206$

PRICES:
Confidence level     AR   DDMax  Capital
 10%                -258%    44$  59$
 20%                -247%    47$  62$
 30%                -237%    49$  64$
 40%                -227%    52$  67$
 50%                -218%    55$  70$
 60%                -211%    58$  72$
 70%                -202%    61$  76$
 80%                -188%    67$  81$
 90%                -167%    78$  91$
 95%                -159%    82$  96$
100%                -130%   105$  117$

From what I can gather from the manual, SHUFFLE+CURVE should remove any true edge of the system however it only reduces it (by ~50%). The manual states this may be due to 'artifacts' but there is no mention (examples) of what 'artifacts' may be.
PRICES gives a negative expectancy likely due to the use of LowPass and ATR in the strategy (and this makes sense to me).

Running a WRC as found in Alice4b, I am informed that the result from the vanilla system has a 26.1% random probability. This is clear as day that the strategy exhibits no clear edge and essentially random.

So what's my point? Even though running 1000 permutations on SHUFFLE(d) prices indicates that the system is 'random', the WFO on non-detrened prices indicates a positive expectancy at all levels of confidence.

So what's my question? Well...what does this mean? Does it mean that the system has found some level of inefficiency but is still essentially random? Does it mean that even though it is essentially random, that it 'cannot lose'? Does it men something else entirely that my uninformed mind cannot fathom?

Some help in interpreting these data would be a great help.

Cheers,
BobbyT