Strange topic for the Automated Strategy section; let me explain.
I (try to) develop automated trading systems for the Eur/Usd. Recently I have developed three totally different systems which performed ok to very well over the period from March 2011 through to now, but either disasterously to flat prior to March.
The first time this happened, I thought ok, glad I am following good backtesting processes by testing out of sample data.
Second time, strange, but not unbelievable.
Third, this seems to be too much of coincidence. Hence the post. Has anyone else noticed this? Has the market changed?