I don't know if this should be in strategy development but here goes... One of my strats does great from the beginning of the year but from June 10 onward it takes a nose-dive. The strat is intraday only on the QQQ's and involves trying to buy bottoms and holding on for a set profit or loss. I've looked at daily true range, volatility, the VIX and volume but none of them show any change in June. August yes, but not June. Basically it seems that in the second half of the year there was no follow-through on mini bounces intraday. The strat made 63 trades and the first 27 were great, then they sucked. Anyone have any ideas? Help! Maybe I just need to stop using the strat when the trendline of my equity curve gets broken? Maybe I've found a great indicator of future volatility? Maybe I'm seeing distribution by the big boys?