I'm talking about intra-day trading..... There's been a lot of talk recently about how the markets are changing. Day trading is dead, etc. Traders that did well one year often see those returns widely vary as the market changes. Eric P has testified to this as have others here. It seem to me that between the changes in volume, the dynamic nature of algorithms, the changes in market participants and always novel economic conditions, that worrying about how a strategy did two years ago is not really relevant My thinking is that yes, finding a strat that would work in those older conditions is a good idea, if only to have ready to use should market behavior change, but the most important is the more recent time-frame, especially when talking about day trading. I want to believe this as my strat backtests well last year has forward tested well now for two months, but not the year before, where the action and volume looked different. Thoughts?