Looking for the "Best Trading System" has become the most challenging question. However, many traders are looking for something unreal that would deliver huge profits, without any risk and worries and without putting a lot of work into it. The right way should be to build it yourself or find a working trading strategy and adjust it to the personal trading style and risk tolerance. It's not an easy task - otherwise everyone would be a winner on the market.
Basically, for each individual trader the best trading style would be different and it directly depends on the chosen market (equates, options, currencies...), personal trading style and the risk a trader is willing to accept.
It's logical that different markets may require using different trading systems. The trading system that performs well in the equity market could be a financial suicide in options or futures markets because of the expiration. What works well in the currency market could not always be applied in mutual funds trading, simply because mutual funds could be traded once a day while currency almost 24/7.
There are many factors that would affect a trading system in different markets. Example could be the fact that holding an option position opened for more then a month could result in the negative trade even if the market moves in your favor. At the same time you may keep equities position much longer. It would be completely wrong to say that the "Best Trading System" should perform well in any market. If you decided to become an options trader, it would be logical to look for a trading system that works in options market instead of applying the trading system you used for equities without any changes. Different markets require using different trading systems and different trading strategies.
Each trader has a personal style and each trader has a different portfolio size. A trader with a big portfolio size has the ability to diversify, use dollar cost averaging. This trader can play on less then 1% trades without worrying about commissions. At the same time a trader with small portfolio size would be able to invest in one stock only, could be willing to use margin trading and very often has to spend up to several percents from the profit for commissions and other fees. Each trader manages the personal investments in unique way and there is no doubt that the trading system has to fit the personal trading style. The trading system that works well for $100,000 portfolio could be a complete failure for an investor with $5,000 in the pocket.
Each trader would define and build the "Best Trading System" in a personal and a unique way, simply because a lot of personal factors affect it. The "Best Trading System" is the system that best fits to the selected trading vehicle, personal trading style and risk tolerance. Every trader should build his own "Best Trading System" or at least find the one that works well in the chosen market and adjust it to the personal trading style, portfolio size and risk tolerance.