Hello, I read somewhere on this forum that on way to check if a trading system is consistent, is obviously, for example to back-test it, or walkforward it. Results should be consistent withinâ¦ I believe I read 95% confidence level, or something like that. However, to me that rule shouldnât apply to all systems. For instance, the current model Iâm using is a volatility breakout system. I obviously donât expect my system to perform the same way all the time, because the volatility changes. If the volatility of the instrument Iâm trading decreases, I will find absolutely normal to have results not as good as if the volatility increases. Therefore, my system doesnât give consistent profit return, and Iâm not extremely worried as long as I am confident that when volatility returns, I will make money again. What would worry me obviously, would be if my system doesnât capture the next volatility breakout, because it would mean that my system didnât capture the movement it was designed to capture. Is any of you in the same case as me ? I expect most of you to say âyesâ, but letâs seeâ¦ Cheers !