Quote from ssrrkk:
One of my algorithms that I am forward and back testing has produced consistent losses before August, and consistent profits after August of last year. The other ones that I have built show consistent profits before August, and smaller profits after August. I share your belief that all of a sudden since August of last year, the markets have become extremely sensitive to the morning news out of Europe. The algorithm that worked only since August bets on a reversal in the morning if certain conditions are met.
Interesting... I am having an almost *identical* experience with a very similar algo.
I think you're right about the europe effect.