Is it possible to create a system which will turn itself off, i.e. stop giving trade signals, when those signals are more likely to fail, without any intervention on your part or any attempt to use an external filter to detect market shifts? How would you even know if the feature was working, other than by decreased frequency of signals? Would something like this be a case of trying to "prove a negative" by concluding that if your system is giving you fewer signals, it means that it stopped giving you signals which would have failed. Anyone who's consciously tried to achieve this, please chime in with your results. I've been going through a period with a major decrease in trade signals, but the signals I've been getting still have a nice profit factor, so it's not as if the system has started to fail. Is it possible that this system has this feature built-in without me explicitly designing for it?