I've been working on some strategies that I constantly see perform spectacular some days and horrible other days. Over fitting aside, what would cause a strategy 1) functioning outside of it's optimization construct, and 2) that makes frequent long and short trades to: win 90% of the time 100 trades in a row and then lose 90% of the time the next 100 trades. Is there a name for this phenomenon that I could further research?

Also, this might be related, but I'm fostering a strategy that over a period of 90 days @ Minute resolution that makes on average of 30 trades per day, to flat line (consistency breaking even +/- $1k per day) for the first 45 days, then explode during the last 45 days ending with an ending balance 3x the initial balance.

I've been trying to make correlations with some indicators (RSI, MACD, ATR, MA) with varying configurations and just can't seem to put a finger on it.