Hey everybody, I have a (in my view) good strategy. Some combination of CCI, oversold and mean reversion. My backtest results give back some good results. >60% profitable hit rate, > 1.5 profit factor. Long story short: I‘m pleased in the first step. I have a question to all the backtest experts. My strategy works in some markets very well (e.g. GBPNZD or EURJPY or NDX) in some absolutely worse (e.g. EURUSD, GOLD, ES). >Is it a valid procedure to pick that instruments with a given strategy, that works in the backtests? And in my backtests the strategy works perfectly in the EuroStoxx50 Future H1, but not in M30. In YM perfect in M30, but not that good in M15. In german DAX perfect in M5, good in M15 and M30 but bad in H1. In WTI good in M30 and H1 but bad in M15. >Is it a valid procedure to pick exactly that time period in which the strategy works best? Or is picking the best working instruments and the best working time periods in this instruments some kind of confirmation bias? Am I on the wrong way?