Broken Systems

[Cab Vinton <cvinton@xxxxxxxxxxxxxx>]

Part of the lore of mechanical systems trading is that systems go broke,
i.e., stop working so that if you continue trading them, you will indeed
go broke.

Presumably this is because there has been a fundamental shift in the
behavior of the asset being traded.

Does anyone have a good example of a broken system, along with the
reason why it broke?

I thought this might be an interesting way for traders to share some
code, since a broken system should be less valuable than a viable one,
right? :-)

Cheers,

Cab