Hi - I trade mostly Euro Indexs OMX, DAX and EuroStoxx50 For the S&P its very easy to find data such as return, maximum drawdown, frequency of drawdown of x%, etc. I have made a some simple systems based on the assumption that the S&P is a general indication of the markets I trade given the high level of correlation but would be interested in discussing and sharing data with anyone who has done similar analysis on other markets.