Question about interesting daytrading system results---NOT SPAM

["Shraga(Feivi-Philip)" <shraga@xxxxxxxxxxxx>]

Hi everyone,

I was testing some S&P-mini daytrading systems, "tweaking" here and there, 
when an idea popped into my head. I added a line to the code which would 
only let the system trade for two hours a day, and tested different 2-hour 
periods. What I got is really interesting. For one year, the last two hours 
of the session gave 90 procent of the profits. Then I checked the year 
before, and those two hours didn`t give good results. However, the FIRST 
two hours, improved the results for that year by over 20%. Now, what this 
tells me is that certain time periods (year?) have very specific trending 
"hours". If so, I wonder about the possibility of simply studying several 
months, and trying to identify the recent "hours" which seem to trend more, 
and only trade during those hours. Problem is, you can`t really test and 
verify such an approach. Has anyone else noticed such a tendency for the 
S&P market to trend more during certain hours for an extended period?

Philip