Georgia, US
Legendary Market Wizard
Experience: None
Platform: SC
Broker: Denali+Rithmic
Trading: ES, NQ, YM
Posts: 6,257 since Jan 2011
Thanks Given: 6,790
Thanks Received: 18,275
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I agree with Itchy. My belief system says that back testing is about a 95% waste of time. But some people's belief systems say otherwise. So you have to find out what works for you personally. But there would probably be very little correlation with something testing well in 1989 and that same strategy working in 2012, but again, that's just my belief, and I read one Hedge Fund Wizards case study of a guy who puts a lot of weight on very long term cycles, going back to the 1800s, so you never know.
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