Over the past 2 months, I've been paper-trading and some real trading in two new (for me) markets, the Euro and crude oil. The strategy I'm using was originally developed for the ES and continues to do just fine in it, but I was getting fewer signals than usual and I've always wanted to see if this approach was as universal as it appeared to be, so the time appeared to be right to try branching out. What's been interesting, beyond the fact that, on paper at least, this approach appears to work just fine in both new markets, with some slight tweaking of the optimal parameter values, is that it has actually worked better than the ES strategy over the same time period. And not only in terms of getting more trades, which has definitely been true, but also in terms of profit factor (ES pf ~2, Euro ~3.2, crude ~3.9). I know that among some of the profitable traders here are a subset who trade multiple markets, so I'm curious if any of you have ever taken an approach developed in one market and then had it sustainably work even better in a different market. Not that I'd stop trading the ES, but it would be great if I could do even better over the long haul in the Euro and/or crude.