Look at this strategy

are you saying these are abrupt changes that happened in 2005 but not previous years?

Quote from man:

two guesses. change in overnight behavior. vola decline on all levels.
 
m4, I could be wrong, but most likely scenario is your system is junk. Anyone with a smattering of TradeStation savvy can write systems with equal to greater <b>hypothetical</b> historical performance than what you have. Rubber meets the road when they walk forward with your real money in tow... in red or black.

Either turn the system rules over to an expert who can write something stable for you, or consider tossing it aside as many of us have done on countless occassions. With all due respect, right now you merely have fool's gold, nothing else.

Hope this helps!
Austin
 
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