I trade intraday system that I developed and it's making money. I've been trading it for about 6 months now. When I was developing and testing my system I had 6 months of data. Recently I got intraday data for 2003 and 2004 and I backtested the same system on new data. And it didn't work nearly as good, still made money in 03 and 04 but much less then I'm making now. Here is my dilemma: I am making money now, should I care about the fact that it's been working for only last 6 months and didn't work in 2003 and 2004? It's a day-trading system and goes long and short. Also, in your experience at what point you think your system stopped working?