"it's not the number of years that matters it's the number of bars." Mark, Good point. I have found testing longer term strategies over a 20 year period produced "so far" results that I can replicate in real life trading. However, I wish I can get those great % returns of famous traders.... I have not found shorter term strategies that remained profitable for many years for me. Actually, being older now, I don't want to trade shorter term strategies. Too much work and stress...