So... I've developed a system with the following characteristics. This is only one year of tick data on ES because that is all I have. Number of trades: 150 Profit Factor: 2.41 % profitable: 60.5% Avg. win/Avg. loss: 1.57 Sharpe: 1.2 There is a max of one trader per day. This system seems to be pretty successful at catching some big moves. I have a 5 point stop on it, but I can vary that from 3 to 7 and not get much of a change in results. There is no profit target, it just closes position at the close. It works fairly well on the YM for the 6 months of tick data I have there, but doesn't work at all on the ER2. It is all limit orders except the profitable close and I only count the fill if my price gets completely traded through, so I'm not too worried about slippage. There is really only one other parameter and I can vary that in a 2 point range and not get much of a change in results, so I don't think I am overoptimized either. So my questions are 1. What else should I be looking at to make sure this is "robust"? Besides trying to get my hands on more tick data. 2. Would you trade this system? Why or why not? My inclination is to forward test it for a few months and if it looks in line with my past testing to give it a go. Ultimately, my high level question is, do you think a system needs to be robust over many years/instruments/etc to be usable, or would you use a system that seems to be doing very well in current conditions and just monitor it for failure?