Alright I've come to point where I've backtested enough technical indicators in enough different markets . . .MA's in gold, volume@resistance in SPY, ADI in bonds . . the list goes on. How useful is this data anyway? Even if a strategy is stellar, isn't there a chance that the profits will start turning into losses sooner or later? Has anyone here built a market simulator? A program that simulates a markets behavior? I want to make something that I could run a million times to see where the S&P would behave 100 years into the future> With a random S&P simulation will my strategy still be sucessful?