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Hi MT,
Interesting point. What markets did you notice the change in and did you
test different systems to see if they worked before that period in time?
My testing shows that some markets changed character during the mid-90s,
which made long-term trendfollowing on them a losing proposition.
Sofar it seems that this character change has been permanent, ie markets
which became bad for trendfollowers never returned to glory.
Regards, M
Michael McGahee wrote:
>
> I wrote the statement below a few days ago and although no one on this
forum
> replied I did come up with some additional data that might be of interest.
> We were researching what tends to be a very bad market on any system that
is
> tested on it - the British Pound. From 1996 to present, no matter what
> system tested (unless over-optimized), they all lost money. I'm talking
> about well known and very good performing systems. However, ALL of the
same
> systems made money (and nicely too, I might add) from 1980 to 1990. These
> are all good systems that presently make consistent returns year in and
year
> out in other futures markets.
>
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