I recently developed a strategy that seemingly works quite well when tested on EOD data for the past 500 days. Unfortunately, the results are less impressive when viewed against longer time frames. Obviously markets and the nature of markets change over time. No two markets will be the same, though arguably some will share enough similarities to be of some use in backtesting. So here are my questions: 1. What past markets (general equities, dates please) behave in a comparable manner to todays markets. Please don't say 1974... 2. How can we identify / quantify changes in market types? Anyone?