Exactly my point...
Today, it's a different economic/monetary world than existed prior to the US meltdown. Few would argue this scenario. Consequently, backtesting and system performance predating the meltdown are rendered pretty much inconsequential. For example, the ADR for "cable" (EUR/USD)...
The US economic meltdown is the culprit. :mad: So...I think we should be encouraged with Mark's FMT System as it has performed nicely with the CURRENT economic conditions. It does little good to backtest prior to those dates, because it was a different economic world back then. Take a look at...
This is very perplexing. InterBank and AlpariUK both signalled a long trade and FXDD signalled no trade. I guess the ayes have it?
Anyone else undecided? :eek: