I would like the opinion of anyone else who is solely trading these timeframes and is 100% automated for the ES. I have been doing quite a bit of research (++2000 simulations) and it almost seems like as soon as 1/1/2009 comes around the market 100% changes gears and absolutely has changed trading patterns in these short timeframes. Anything that works 1/1/2009 (approx.) and after definitely does not work pre 2009 and everything that worked pre - 2009 definitely does not work post beginning of 2009. For instance, during the bull run of 2006-2007 you would think long strategies would also work for mid 2009 - 2010. My research has come to the conclusion of this not at all being true, in fact you could turn the equity curves upside down and that is exactly the difference between these years. The same for 2003 - 2006 compared to 2009-2010. As far as the variables involved I really do not use a lot of "classic TA", but have defined ranges (atr and by point value), the same open and close "triggers", and the same st. deviation bands as well defining when to enter setups and when not to. So the entries and exits are delineated well, *IMO*. From 2009 -> last Friday the same strategies that worked Jan. 2009 for example still work great - so they are still outpacing the Sp500 for the year but if I took these codes and tried to implement on any other year they are just outright laughable at best and you could have done better most likely following John Kruk. The sample size of trades post 1/1/2009 is 4000-8000 depending on how far I want to tweak the variables relating on how I enter the trade so it isn't a very small sample size. I am finding this puzzling. Has anyone trading these timeframes pre 2009 just totally blown up post 1/1/2009 that are 100% automated? It would probably feel like being stranded on a sinking ship in the middle of the ocean as you slowly realized no help was coming. I would SERIOUSLY be amazed if anyone on the planet could prove they are trading the exact same way pre 2009 -> present day trading in the timeframe of 1-5 minute bars with 2500 - 4000 or so trades a year. In fact I am going to have to say it would be impossible and I would be willing to eat every hat within a 5 mile radius if someone could show me this. But in all seriousness I am just looking for a good conversation, and it wouldn't be the first time I ended up having to salt a hat.