I would like to buy a trading system. How do I know it will work.

Well, there is a catch. You can't. Trading systems are a tricky bunch, as they are highly personal. A trading system that works for one person, might not work for another. What counts is that the trader feels comfortable with the system he’s using and that he trusts it well enough to stick to it for a long duration of time. I don’t believe in systems that work out in couple of months. Most system take a year or longer to proof their quality. A system is calculated and tested with backward historical data and/or real time trading. No matter which testing method is used, The system will never work better than the user. Market conditions can also change, so that the system wont trade as well in some markets, as they used to.