This is precisely when you should talk to Tom Trader and why he is such a loss to these boards.
If I understand him correctly, and you can find some old posts of his on the Systems, Strategies and Resources for Trading Futures thread or something like that....
..he believed a good system consisted of one that worked on any market and backtested well for a full 10 years of data, preferably more, but 10 was a minimum.
His theory on that was 10 years was the minimum time frame to subject the system to all types of market environments and if it worked on any data, the system itself was sound, instead of being directly related to the underlying vehicle. He uses his system to trade S&P's, currencies, and bonds currently. I don't know all of what he has traded in the past, but I do recall him telling me if it was a futures market, he has traded it.
Try to shoot him a pmail, he will respond to pmails if he logs on.
-Scott |
