Sorry it took me so long to answer , I believe that trend following baskets systems have a longer shelf life because trend following might go though bad periods but it is a quality of the markets which will not go away because people do follow a herd mentality. Another plus which basket system have is a larger number of trades. If you use the same parameters for all markets then developing a system on a basket of market decreases the chance of curve fitting. Trend following systems have both of these benefits. The problem is for example a stock index system only has the fact that it has a larger number of trades and limits the problem of curve fitting. The problem with the stock indexes is the factors which control price action are not as stable and the stock indexes have multiple personalities. It is my belief that you need an adaptive type system to trade the stock indexes. That is where my current research in developing a new index system is currently going.
I did almost forget one other point. SuperTurtle is already a adaptive system. It based on a methodology I developed almost over a dozen years ago and has withstood the test of time. I think that SuperTurtle will continue to work well for years to come.
If I did not say "I THINK" , then I would be in violation of NFA rules. If I said I know it will work for years to come that would mean that I was promising profits, which would get me in trouble with the NFA.