Its hard to quote all your post I'll Unswer my way. 1). Af couse markets are variable just because the main reflection of it is index. Lets look on it narrowly. the index composition is vary as near as damn it , thats why some trand followers are require some kind of tuning. its non a radical changing of main Idea, but some kind of optimization. The Idea of all markets work and all times is the same as perpetual motion machine. 2). Volatility. There many Ideas of tracking it. Use contra trading Ideas when the market is 10% squeezz? af cause NO. 3). In any types of market trendfollowers are survival than all another. \I'v seen somewhere \I fogot where\ the research based on CTA's & funds Trackrecords and in the period 15 years 80% of systems that has been survived was TFollowers\ 4). The circularity of market.