very interesting. i know the peer group in systematic ctas, yet i do not know too much about the forex community. have a link?
tough time for you. thanks for the post. the real problem is to find out if a specific parameter a system needs has changed. so far we could not nail down why our tests can hardly do well in current environment. it is not trendiness and it is not the vola. at least we currently think so.
option writing program has superb risk/return ratios - so far. look at the currency programs this year...