Hi. I am new to systems development, i started because I have ideas I would like to make mechanical. I have posted before with some questions, and now, i have others. I hope I can get other system developers opinions/experience. I have a programmed system, which preforms very well for all of 2003 (backtest). 65/35 winners to losers, $12 avg. trade, 10 percents max DD and max DD avg. is around 4 percent. I factor in commsisions, and the like. Trades on S&P emini, and does avg. 10 roundtrips a day (2000 trades a year). This system, I know I can improve (adjusting stops and the like), but that is another thread. The problem - 2002 backtest result is poor, very poor. dont have exact figures in front of me, but it is all negative (I know that max DD is 56 percent, and avg DD is high also). No profit at all. 2001 data holds up - it does not neccesarily go into the red, but it is not profitable at all. I would not trade it though. I know, that at the least, I would have to identify what type of market my system seems to work in. The problem is, I have no experience and dont know which path to take to determine what type of market 01, 02, and 03 was. I like the system, but of course, if I start to trade it, market can "turn into" (like a werewolf!) 02 and my system crashes. I can always program something to identify what type of market I am in, and then, create systems for each type of market I identify, having that system "kick in" accordingly. Is this feasible thinking? Ok - now, am i approaching this the right way? I mean should I even consider a system that is nice, but just for this year? Help is needed.... Thanks to all.