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I'm testing a short term trading system on Bond Futures. Currently my
testing is at the 5 year level; 1994 to present. I'm manually going through
the data and writing notes while I'm going along and the system looks very
good. There is one question that I'd like to ask the members of this group;
What are your opinions on the robustness of a system. The system that I am
testing may or may not work on other futures. How important is it to have a
system that works on all futures? The systems that I have previously tested
were all long term in nature and were very robust; but the problem with
those systems is that there is alot of drawdown which is why I've started to
test shorter term systems.
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