Working on trading strategies

A short while back I was studying the beneficial impact of buying on down days and that got me to thinking about trading strategies in general - something I've never given serious thought.

This weekend I've put in a lot of effort working on a trading system - trying to see if I can come up with an automated trading system that can outperform the market.

I'm still working on it and I'm thinking "maybe" it's possible, but it seems to be much more doable in sideways or downward moving markets like 2000-2003. When I transition the strategies that work into more bullish environments, it's tough to beat a strictly buy and hold approach. By this I mean the models are decent at making money in bad markets and picking decent exit/re-entry points, but aren't as good at staying in in good markets. Market timing in bull markets seems somewhat counter-productive unless highly productive and timely sells can be targeted.

I'm trying to build logic to improve performance in bull markets, but it's tougher than it seems it should be at first glance.